+175.0%
CAKE vs ALLE
+51.6%
+123.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.3% |
| 7D | +2.5% | +3.6% | -1.1% | +0.8% |
| 30D | -3.1% | +25.9% | -28.9% | -13.5% |
| 3M | -2.2% | +15.8% | -18.0% | -9.1% |
| 6M | +94.1% | +48.1% | +46.0% | +57.6% |
| YTD | +119.4% | +22.0% | +97.5% | +94.3% |
| 1Y | +141.4% | +18.0% | +123.3% | +117.9% |
| 3Y | +273.6% | +93.1% | +180.5% | +141.7% |
| All | +175.0% | +51.6% | +123.4% | +98.3% |
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