+14,186.2%
PAYX vs CAKE
+3,831.8%
+10,354.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | -4.9% | -4.5% | -0.3% | -3.9% |
| 30D | -3.8% | -12.4% | +8.6% | -1.3% |
| 3M | +17.9% | +37.3% | -19.5% | +9.7% |
| 6M | +26.1% | +70.7% | -44.6% | +11.6% |
| YTD | +6.7% | +106.0% | -99.2% | -9.5% |
| 1Y | -10.7% | +79.7% | -90.4% | -22.3% |
| 3Y | +7.0% | +267.8% | -260.8% | -21.9% |
| 5Y | +22.6% | +159.9% | -137.3% | -6.7% |
| 10Y | +166.5% | +154.3% | +12.2% | +83.4% |
| All | +14,186.2% | +3,831.8% | +10,354.4% | +5,996.5% |
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 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