+2,706.7%
CAKE vs ACGL
+4,940.3%
-2,233.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -4.7% | -1.4% | -3.3% | -4.2% |
| 30D | +0.9% | +12.4% | -11.5% | -3.0% |
| 3M | -2.7% | +11.1% | -13.8% | -6.2% |
| 6M | +81.2% | +16.3% | +64.8% | +71.5% |
| YTD | +120.6% | +13.8% | +106.7% | +109.4% |
| 1Y | +142.7% | +20.4% | +122.3% | +126.1% |
| 3Y | +283.3% | +33.6% | +249.7% | +237.8% |
| 5Y | +178.1% | +176.8% | +1.3% | +87.7% |
| 10Y | +133.1% | +324.6% | -191.5% | +41.7% |
| All | +2,706.7% | +4,940.3% | -2,233.6% | +1,131.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling