+159.6%
CAKE vs ACGL
+152.7%
+6.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.5% |
| 7D | -4.6% | -2.1% | -2.4% | -4.0% |
| 30D | -6.6% | -2.2% | -4.4% | -6.0% |
| 3M | +52.9% | +6.3% | +46.6% | +49.5% |
| 6M | +65.7% | +0.5% | +65.2% | +64.6% |
| YTD | +107.8% | +0.2% | +107.6% | +105.9% |
| 1Y | +78.5% | +7.3% | +71.2% | +72.4% |
| 3Y | +266.4% | +30.8% | +235.5% | +218.8% |
| 5Y | +159.6% | +155.8% | +3.8% | +48.6% |
| All | +159.6% | +152.7% | +6.9% | +48.6% |
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