+156.0%
CAKE vs ALHC
-31.9%
+187.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.2% |
| 7D | -5.6% | -5.8% | +0.2% | -5.1% |
| 30D | -10.5% | -3.3% | -7.2% | -10.2% |
| 3M | +43.6% | -37.9% | +81.6% | +49.3% |
| 6M | +63.0% | -29.5% | +92.5% | +66.0% |
| YTD | +102.9% | -35.4% | +138.3% | +108.0% |
| 1Y | +75.6% | -22.4% | +98.1% | +76.2% |
| 3Y | +257.7% | +146.3% | +111.4% | +196.1% |
| 5Y | +156.0% | -32.0% | +188.0% | +145.5% |
| All | +156.0% | -31.9% | +187.9% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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