+147.7%
CAKE vs ALLE
+154.9%
-7.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.2% |
| 7D | -5.6% | -2.8% | -2.9% | -3.9% |
| 30D | -10.5% | -10.2% | -0.3% | -4.2% |
| 3M | +43.6% | +17.4% | +26.2% | +27.6% |
| 6M | +63.0% | +3.3% | +59.7% | +56.6% |
| YTD | +102.9% | -4.2% | +107.1% | +102.4% |
| 1Y | +75.6% | -10.5% | +86.2% | +83.3% |
| 3Y | +257.7% | +45.4% | +212.3% | +154.9% |
| 5Y | +156.0% | +11.9% | +144.1% | +115.8% |
| All | +147.7% | +154.9% | -7.2% | +50.9% |
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