+152.2%
CAKE vs ACM
+1.2%
+150.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.1% |
| 7D | -4.5% | -4.6% | 0.0% | -2.5% |
| 30D | -12.4% | +4.1% | -16.5% | -14.3% |
| 3M | +37.3% | -8.3% | +45.6% | +40.5% |
| 6M | +70.7% | -30.1% | +100.8% | +100.2% |
| YTD | +106.0% | -32.6% | +138.6% | +144.3% |
| 1Y | +79.7% | -49.6% | +129.2% | +150.8% |
| 3Y | +267.8% | -23.0% | +290.8% | +283.2% |
| All | +152.2% | +1.2% | +150.9% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling