+159.6%
CAKE vs ABCL
-39.4%
+199.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | +0.1% | -2.9% |
| 7D | -4.6% | -2.7% | -1.8% | -4.2% |
| 30D | -6.6% | +18.3% | -24.9% | -9.2% |
| 3M | +52.9% | +108.5% | -55.6% | +35.4% |
| 6M | +65.7% | +213.9% | -148.2% | +36.4% |
| YTD | +107.8% | +223.1% | -115.3% | +68.3% |
| 1Y | +78.5% | +160.6% | -82.1% | +47.2% |
| 3Y | +266.4% | +104.3% | +162.1% | +197.4% |
| 5Y | +159.6% | -40.0% | +199.7% | +109.0% |
| All | +159.6% | -39.4% | +199.0% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling