+178.1%
CAKE vs ACGL
+174.9%
+3.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -4.7% | -1.4% | -3.3% | -4.3% |
| 30D | +0.9% | +12.4% | -11.5% | -2.6% |
| 3M | -2.7% | +11.1% | -13.8% | -5.8% |
| 6M | +81.2% | +16.3% | +64.8% | +72.2% |
| YTD | +120.6% | +13.8% | +106.7% | +110.2% |
| 1Y | +142.7% | +20.4% | +122.3% | +126.9% |
| 3Y | +283.3% | +33.6% | +249.7% | +237.9% |
| 5Y | +178.1% | +176.8% | +1.3% | +43.5% |
| All | +178.1% | +174.9% | +3.2% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling