+67.5%
ACWI vs CAKE
+163.4%
-95.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.7% | 0.0% |
| 7D | 0.0% | -4.6% | +4.6% | +0.9% |
| 30D | -0.6% | -6.6% | +6.0% | +0.5% |
| 3M | +4.3% | +52.9% | -48.7% | -4.6% |
| 6M | +12.7% | +65.7% | -53.1% | +1.1% |
| YTD | +13.9% | +107.8% | -93.9% | -2.7% |
| 1Y | +20.5% | +78.5% | -58.0% | +5.9% |
| 3Y | +76.5% | +266.4% | -189.9% | +30.6% |
| 5Y | +67.5% | +159.6% | -92.1% | +25.7% |
| All | +67.5% | +163.4% | -95.9% | +25.7% |
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