+123.4%
CAKE vs ALLE
+211.7%
-88.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.1% |
| 7D | +2.5% | +3.6% | -1.1% | +0.3% |
| 30D | -3.1% | +25.9% | -28.9% | -16.9% |
| 3M | -2.2% | +15.8% | -18.0% | -11.5% |
| 6M | +94.1% | +48.1% | +46.0% | +47.0% |
| YTD | +119.4% | +22.0% | +97.5% | +86.1% |
| 1Y | +141.4% | +18.0% | +123.3% | +109.4% |
| 3Y | +273.6% | +93.1% | +180.5% | +118.7% |
| 5Y | +177.7% | +52.1% | +125.6% | +89.4% |
| All | +123.4% | +211.7% | -88.2% | +17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling