+23.7%
CVS vs CAKE
+72.3%
-48.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.6% | -0.9% |
| 7D | -1.9% | -4.6% | +2.7% | -2.2% |
| 30D | -0.3% | -6.6% | +6.3% | -0.5% |
| 3M | -1.1% | +52.9% | -54.0% | +3.8% |
| 6M | +23.7% | +65.7% | -42.0% | +32.8% |
| All | +23.7% | +72.3% | -48.6% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded CAKE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling