+146.1%
CAKE vs ALLE
+18.6%
+127.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.9% | +4.5% |
| 7D | +9.1% | +6.7% | +2.5% | +8.3% |
| 30D | +5.8% | +25.4% | -19.6% | +2.9% |
| 3M | +9.3% | +16.9% | -7.6% | +7.1% |
| 6M | +96.1% | +46.6% | +49.6% | +85.0% |
| YTD | +131.4% | +22.4% | +109.0% | +103.7% |
| 1Y | +146.1% | +17.7% | +128.3% | +125.6% |
| All | +146.1% | +18.6% | +127.5% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling