+225.3%
CAKE vs ABCL
-81.3%
+306.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -4.0% | +0.7% | -4.7% | -4.1% |
| 30D | +2.4% | +93.1% | -90.6% | -5.1% |
| 3M | +69.0% | +79.4% | -10.5% | +56.5% |
| 6M | +69.3% | +214.9% | -145.6% | +46.6% |
| YTD | +115.8% | +234.2% | -118.4% | +84.1% |
| 1Y | +79.3% | +174.8% | -95.4% | +54.8% |
| 3Y | +262.0% | +104.5% | +157.6% | +208.5% |
| 5Y | +165.7% | -39.0% | +204.7% | +129.0% |
| All | +225.3% | -81.3% | +306.6% | +190.6% |
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