+3,829.7%
CAKE vs ALK
+956.8%
+2,872.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.2% | -0.2% |
| 7D | -4.0% | -0.7% | -3.3% | -3.8% |
| 30D | +2.4% | -19.2% | +21.7% | +9.9% |
| 3M | +69.0% | -1.5% | +70.5% | +67.3% |
| 6M | +69.3% | -13.1% | +82.3% | +72.9% |
| YTD | +115.8% | -16.4% | +132.2% | +122.0% |
| 1Y | +79.3% | -33.1% | +112.4% | +98.2% |
| 3Y | +262.0% | +0.6% | +261.4% | +231.2% |
| 5Y | +165.7% | -26.4% | +192.1% | +171.6% |
| 10Y | +158.9% | -34.2% | +193.1% | +163.0% |
| All | +3,829.7% | +956.8% | +2,872.9% | +1,210.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling