+19.3%
ACI vs CAKE
+436.5%
-417.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -2.1% |
| 7D | -5.0% | -4.6% | -0.5% | -4.6% |
| 30D | -2.3% | -6.6% | +4.3% | -1.7% |
| 3M | -23.2% | +52.9% | -76.1% | -26.1% |
| 6M | -29.5% | +65.7% | -95.2% | -32.7% |
| YTD | -28.6% | +107.8% | -136.4% | -33.4% |
| 1Y | -34.0% | +78.5% | -112.5% | -37.7% |
| 3Y | -45.0% | +266.4% | -311.4% | -51.9% |
| 5Y | -44.0% | +159.6% | -203.6% | -50.6% |
| All | +19.3% | +436.5% | -417.2% | +5.5% |
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