-46.3%
ALB vs CAKE
+152.3%
-198.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.7% | -2.2% |
| 7D | -7.6% | -5.6% | -2.0% | -5.7% |
| 30D | -5.6% | -10.5% | +4.9% | -1.9% |
| 3M | -16.8% | +43.6% | -60.5% | -27.8% |
| 6M | -26.3% | +63.0% | -89.4% | -39.6% |
| YTD | -13.2% | +102.9% | -116.1% | -34.8% |
| 1Y | +68.8% | +75.6% | -6.8% | +33.6% |
| 3Y | -30.7% | +257.7% | -288.4% | -59.6% |
| 5Y | -46.3% | +156.0% | -202.3% | -68.0% |
| All | -46.3% | +152.3% | -198.6% | -68.0% |
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