+283.9%
CAKE vs ACGL
+29.8%
+254.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.1% |
| 7D | -1.1% | -2.9% | +1.9% | -0.6% |
| 30D | +0.4% | -2.8% | +3.2% | +0.9% |
| 3M | +59.9% | +6.8% | +53.1% | +57.5% |
| 6M | +75.1% | -1.5% | +76.6% | +74.8% |
| YTD | +115.0% | -0.2% | +115.2% | +113.8% |
| 1Y | +81.6% | +5.3% | +76.3% | +78.3% |
| All | +283.9% | +29.8% | +254.1% | +271.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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