+147.7%
CAKE vs ALK
-37.3%
+185.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.7% | -2.1% |
| 7D | -5.6% | -3.1% | -2.5% | -4.1% |
| 30D | -10.5% | -17.1% | +6.6% | -1.9% |
| 3M | +43.6% | -3.8% | +47.4% | +43.3% |
| 6M | +63.0% | -5.3% | +68.3% | +59.9% |
| YTD | +102.9% | -20.3% | +123.2% | +114.9% |
| 1Y | +75.6% | -36.0% | +111.6% | +107.1% |
| 3Y | +257.7% | +0.8% | +257.0% | +195.1% |
| 5Y | +156.0% | -28.5% | +184.5% | +155.7% |
| All | +147.7% | -37.3% | +185.0% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling