+159.6%
CAKE vs ALLE
+11.9%
+147.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.6% | -2.0% |
| 7D | -4.6% | -2.2% | -2.4% | -3.5% |
| 30D | -6.6% | -8.3% | +1.8% | -2.6% |
| 3M | +52.9% | +16.3% | +36.7% | +40.4% |
| 6M | +65.7% | +1.8% | +63.9% | +62.3% |
| YTD | +107.8% | -3.9% | +111.8% | +107.2% |
| 1Y | +78.5% | -10.0% | +88.5% | +84.5% |
| 3Y | +266.4% | +45.8% | +220.6% | +176.1% |
| 5Y | +159.6% | +13.3% | +146.3% | +112.1% |
| All | +159.6% | +11.9% | +147.7% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling