+2,645.8%
CAKE vs ACGL
+4,429.2%
-1,783.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.0% |
| 7D | -4.0% | -0.7% | -3.3% | -3.8% |
| 30D | +2.4% | -1.0% | +3.4% | +2.8% |
| 3M | +69.0% | +11.0% | +57.9% | +62.6% |
| 6M | +69.3% | -0.3% | +69.6% | +68.7% |
| YTD | +115.8% | +2.3% | +113.5% | +112.5% |
| 1Y | +79.3% | +6.4% | +73.0% | +74.0% |
| 3Y | +262.0% | +34.0% | +228.1% | +218.2% |
| 5Y | +165.7% | +161.6% | +4.0% | +82.5% |
| 10Y | +158.9% | +278.6% | -119.7% | +63.5% |
| All | +2,645.8% | +4,429.2% | -1,783.4% | +1,149.7% |
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