+123.4%
CAKE vs ALK
-45.9%
+169.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.5% |
| 7D | +2.5% | -1.2% | +3.7% | +3.0% |
| 30D | -3.1% | +7.7% | -10.7% | -7.1% |
| 3M | -2.2% | -19.0% | +16.8% | +7.6% |
| 6M | +94.1% | -0.2% | +94.3% | +85.9% |
| YTD | +119.4% | -23.5% | +142.9% | +135.2% |
| 1Y | +141.4% | -9.1% | +150.5% | +134.2% |
| 3Y | +273.6% | +12.0% | +261.5% | +185.5% |
| 5Y | +177.7% | -30.9% | +208.5% | +179.0% |
| All | +123.4% | -45.9% | +169.3% | +99.5% |
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