+213.2%
CAKE vs ALLY
+98.8%
+114.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.3% |
| 7D | +2.5% | +0.4% | +2.1% | +2.3% |
| 30D | -3.1% | +5.2% | -8.3% | -5.4% |
| 3M | -2.2% | -13.3% | +11.1% | +4.8% |
| 6M | +94.1% | -6.7% | +100.7% | +99.1% |
| YTD | +119.4% | -12.8% | +132.3% | +131.5% |
| 1Y | +141.4% | +0.7% | +140.7% | +136.4% |
| 3Y | +273.6% | +65.2% | +208.4% | +173.4% |
| 5Y | +177.7% | -10.1% | +187.8% | +167.1% |
| 10Y | +131.9% | +177.0% | -45.1% | +31.6% |
| All | +213.2% | +98.8% | +114.4% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling