+206.9%
CAKE vs ALLY
+117.4%
+89.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +1.3% |
| 7D | -1.1% | +1.0% | -2.1% | -1.6% |
| 30D | +0.4% | -3.3% | +3.7% | +2.0% |
| 3M | +59.9% | +0.5% | +59.5% | +58.6% |
| 6M | +75.1% | +12.6% | +62.5% | +63.3% |
| YTD | +115.0% | -4.7% | +119.7% | +117.2% |
| 1Y | +81.6% | +5.2% | +76.4% | +73.6% |
| 3Y | +279.1% | +66.5% | +212.6% | +175.9% |
| 5Y | +170.6% | +0.2% | +170.4% | +145.4% |
| 10Y | +160.3% | +180.8% | -20.5% | +42.9% |
| All | +206.9% | +117.4% | +89.5% | +74.6% |
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