+79.7%
CAKE vs ALC
-14.7%
+94.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | -4.5% | -6.3% | +1.8% | -2.2% |
| 30D | -12.4% | -10.3% | -2.2% | -8.8% |
| 3M | +37.3% | -0.7% | +38.1% | +37.5% |
| 6M | +70.7% | -17.8% | +88.6% | +86.5% |
| YTD | +106.0% | -15.8% | +121.8% | +121.7% |
| 1Y | +79.7% | -16.7% | +96.4% | +88.7% |
| All | +79.7% | -14.7% | +94.3% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling