+74.0%
ALB vs CAKE
+155.4%
-81.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -5.0% | -4.0% |
| 7D | -6.6% | -4.5% | -2.1% | -5.1% |
| 30D | -8.1% | -12.4% | +4.3% | -4.0% |
| 3M | -25.7% | +37.3% | -63.0% | -34.0% |
| 6M | -29.5% | +70.7% | -100.2% | -42.4% |
| YTD | -16.2% | +106.0% | -122.2% | -36.1% |
| 1Y | +59.2% | +79.7% | -20.4% | +27.0% |
| 3Y | -33.7% | +267.8% | -301.5% | -59.7% |
| 5Y | -48.1% | +159.9% | -208.0% | -66.1% |
| All | +74.0% | +155.4% | -81.4% | -12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling