+94.3%
CAKE vs ALHC
-29.3%
+123.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.3% |
| 7D | -1.1% | -1.0% | -0.1% | -1.0% |
| 30D | +0.4% | -6.3% | +6.8% | +1.0% |
| 3M | +59.9% | -12.3% | +72.2% | +60.2% |
| 6M | +75.1% | -27.0% | +102.1% | +77.4% |
| YTD | +115.0% | -31.8% | +146.9% | +118.9% |
| 1Y | +81.6% | -17.0% | +98.6% | +81.2% |
| 3Y | +279.1% | +159.8% | +119.3% | +222.0% |
| 5Y | +170.6% | -25.1% | +195.8% | +143.6% |
| All | +94.3% | -29.3% | +123.7% | +82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling