+405.6%
CAKE vs ACM
+230.8%
+174.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | -4.0% | -3.7% | -0.3% | -2.3% |
| 30D | +2.4% | -11.1% | +13.5% | +6.8% |
| 3M | +69.0% | -8.0% | +77.0% | +72.4% |
| 6M | +69.3% | -29.7% | +98.9% | +94.1% |
| YTD | +115.8% | -29.4% | +145.1% | +145.4% |
| 1Y | +79.3% | -46.4% | +125.8% | +130.2% |
| 3Y | +262.0% | -22.3% | +284.4% | +288.2% |
| 5Y | +165.7% | +4.5% | +161.2% | +147.0% |
| 10Y | +158.9% | +127.6% | +31.3% | +68.3% |
| All | +405.6% | +230.8% | +174.8% | +149.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling