+1,542.0%
CVS vs CAKE
+3,866.7%
-2,324.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.6% | -0.2% |
| 7D | -1.9% | -4.6% | +2.7% | -1.2% |
| 30D | -0.3% | -6.6% | +6.3% | +0.6% |
| 3M | -1.1% | +52.9% | -54.0% | -7.9% |
| 6M | +23.7% | +65.7% | -42.0% | +13.4% |
| YTD | +23.0% | +107.8% | -84.8% | +8.6% |
| 1Y | +37.2% | +78.5% | -41.3% | +23.8% |
| 3Y | +62.4% | +266.4% | -203.9% | +28.5% |
| 5Y | +31.8% | +159.6% | -127.8% | +6.9% |
| 10Y | +41.9% | +156.6% | -114.7% | +5.6% |
| All | +1,542.0% | +3,866.7% | -2,324.7% | +706.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling