+273.6%
CAKE vs ALLE
+94.0%
+179.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.4% |
| 7D | +2.5% | +3.6% | -1.1% | +1.3% |
| 30D | -3.1% | +25.9% | -28.9% | -10.1% |
| 3M | -2.2% | +15.8% | -18.0% | -6.8% |
| 6M | +94.1% | +48.1% | +46.0% | +68.4% |
| YTD | +119.4% | +22.0% | +97.5% | +101.6% |
| 1Y | +141.4% | +18.0% | +123.3% | +125.2% |
| 3Y | +273.6% | +93.1% | +180.5% | +167.9% |
| All | +273.6% | +94.0% | +179.6% | +167.9% |
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 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