+23.6%
PAYX vs CAKE
+157.8%
-134.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | -4.9% | -4.5% | -0.3% | -4.0% |
| 30D | -3.8% | -12.4% | +8.6% | -1.5% |
| 3M | +17.9% | +37.3% | -19.5% | +10.4% |
| 6M | +26.1% | +70.7% | -44.6% | +12.8% |
| YTD | +6.7% | +106.0% | -99.2% | -8.4% |
| 1Y | -10.7% | +79.7% | -90.4% | -21.4% |
| 3Y | +7.0% | +267.8% | -260.8% | -20.5% |
| All | +23.6% | +157.8% | -134.2% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling