+267.8%
CAKE vs ACM
-22.9%
+290.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.2% |
| 7D | -4.5% | -4.6% | 0.0% | -3.0% |
| 30D | -12.4% | +4.1% | -16.5% | -13.8% |
| 3M | +37.3% | -8.3% | +45.6% | +39.7% |
| 6M | +70.7% | -30.1% | +100.8% | +95.1% |
| YTD | +106.0% | -32.6% | +138.6% | +137.5% |
| 1Y | +79.7% | -49.6% | +129.2% | +139.9% |
| 3Y | +267.8% | -23.0% | +290.8% | +271.8% |
| All | +267.8% | -22.9% | +290.7% | +271.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling