+156.0%
CAKE vs ALLY
-2.7%
+158.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.7% |
| 7D | -5.6% | -3.3% | -2.4% | -4.2% |
| 30D | -10.5% | -4.1% | -6.5% | -8.9% |
| 3M | +43.6% | +1.4% | +42.2% | +42.0% |
| 6M | +63.0% | +14.4% | +48.7% | +51.6% |
| YTD | +102.9% | -4.9% | +107.8% | +105.2% |
| 1Y | +75.6% | +5.5% | +70.1% | +68.1% |
| 3Y | +257.7% | +66.0% | +191.7% | +165.2% |
| 5Y | +156.0% | -2.4% | +158.3% | +138.2% |
| All | +156.0% | -2.7% | +158.7% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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