-14.3%
ACN vs CAKE
+72.3%
-86.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.1% |
| 7D | -6.3% | -4.6% | -1.8% | -5.4% |
| 30D | -1.4% | -6.6% | +5.2% | -0.2% |
| 3M | +2.6% | +52.9% | -50.4% | -6.8% |
| 6M | -14.3% | +65.7% | -80.0% | -23.3% |
| All | -14.3% | +72.3% | -86.6% | -23.3% |
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 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