+205.9%
CAKE vs ABCL
-82.9%
+288.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.3% | +3.0% | -1.8% |
| 7D | -5.6% | -9.6% | +4.0% | -4.7% |
| 30D | -10.5% | +7.2% | -17.7% | -11.5% |
| 3M | +43.6% | +105.5% | -61.9% | +31.4% |
| 6M | +63.0% | +193.0% | -130.0% | +42.2% |
| YTD | +102.9% | +205.8% | -103.0% | +74.7% |
| 1Y | +75.6% | +144.4% | -68.8% | +53.5% |
| 3Y | +257.7% | +93.3% | +164.4% | +206.5% |
| 5Y | +156.0% | -44.9% | +200.9% | +122.5% |
| All | +205.9% | -82.9% | +288.8% | +175.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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