+279.1%
CAKE vs ABCL
+105.4%
+173.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -1.1% | +1.4% | -2.5% | -1.2% |
| 30D | +0.4% | +65.1% | -64.7% | -5.6% |
| 3M | +59.9% | +111.1% | -51.1% | +45.3% |
| 6M | +75.1% | +231.6% | -156.5% | +49.2% |
| YTD | +115.0% | +234.5% | -119.5% | +81.3% |
| 1Y | +81.6% | +174.3% | -92.7% | +54.9% |
| 3Y | +279.1% | +111.5% | +167.7% | +231.7% |
| All | +279.1% | +105.4% | +173.7% | +231.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling