+156.0%
CAKE vs ALC
-19.4%
+175.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.4% | -1.3% |
| 7D | -5.6% | -7.7% | +2.1% | -2.6% |
| 30D | -10.5% | -11.7% | +1.2% | -6.0% |
| 3M | +43.6% | +0.7% | +43.0% | +43.0% |
| 6M | +63.0% | -17.1% | +80.1% | +74.7% |
| YTD | +102.9% | -15.1% | +118.0% | +115.2% |
| 1Y | +75.6% | -14.1% | +89.7% | +85.1% |
| 3Y | +257.7% | -18.2% | +275.9% | +274.3% |
| 5Y | +156.0% | -19.2% | +175.2% | +155.4% |
| All | +156.0% | -19.4% | +175.4% | +155.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling