+194.1%
CAKE vs ALLE
+342.5%
-148.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.2% |
| 7D | +2.5% | +3.6% | -1.1% | +0.5% |
| 30D | -3.1% | +25.9% | -28.9% | -15.7% |
| 3M | -2.2% | +15.8% | -18.0% | -10.7% |
| 6M | +94.1% | +48.1% | +46.0% | +51.0% |
| YTD | +119.4% | +22.0% | +97.5% | +89.1% |
| 1Y | +141.4% | +18.0% | +123.3% | +112.3% |
| 3Y | +273.6% | +93.1% | +180.5% | +133.0% |
| 5Y | +177.7% | +52.1% | +125.6% | +97.8% |
| 10Y | +131.9% | +212.0% | -80.1% | +24.2% |
| All | +194.1% | +342.5% | -148.4% | +42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling