+230.9%
CAKE vs ABCL
-81.2%
+312.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.9% | +2.8% |
| 7D | +2.5% | -3.3% | +5.8% | +2.8% |
| 30D | -3.1% | -7.1% | +4.1% | -2.7% |
| 3M | -2.2% | +4.7% | -7.0% | -3.6% |
| 6M | +94.1% | +140.9% | -46.8% | +72.5% |
| YTD | +119.4% | +236.0% | -116.5% | +86.1% |
| 1Y | +141.4% | +217.4% | -76.0% | +105.8% |
| 3Y | +273.6% | +188.7% | +84.9% | +206.5% |
| 5Y | +177.7% | -23.5% | +201.2% | +139.8% |
| All | +230.9% | -81.2% | +312.0% | +193.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling