+151.5%
CAKE vs ACM
+134.0%
+17.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.0% |
| 7D | -4.5% | -4.6% | 0.0% | -2.1% |
| 30D | -12.4% | +4.1% | -16.5% | -14.7% |
| 3M | +37.3% | -8.3% | +45.6% | +41.0% |
| 6M | +70.7% | -30.1% | +100.8% | +102.1% |
| YTD | +106.0% | -32.6% | +138.6% | +146.8% |
| 1Y | +79.7% | -49.6% | +129.2% | +152.5% |
| 3Y | +267.8% | -23.0% | +290.8% | +295.9% |
| 5Y | +159.9% | +2.0% | +157.9% | +132.9% |
| All | +151.5% | +134.0% | +17.5% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling