+279.1%
CAKE vs ALLE
+49.7%
+229.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.1% |
| 7D | -1.1% | +2.8% | -3.8% | -2.0% |
| 30D | +0.4% | -7.6% | +8.1% | +3.1% |
| 3M | +59.9% | +22.8% | +37.2% | +47.1% |
| 6M | +75.1% | +4.6% | +70.5% | +71.0% |
| YTD | +115.0% | -1.2% | +116.2% | +111.7% |
| 1Y | +81.6% | -9.1% | +90.7% | +85.9% |
| 3Y | +279.1% | +50.0% | +229.1% | +193.1% |
| All | +279.1% | +49.7% | +229.4% | +193.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling