+79.3%
CAKE vs ALM
+318.3%
-239.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.4% |
| 7D | -4.0% | -2.6% | -1.4% | -3.9% |
| 30D | +2.4% | +32.0% | -29.6% | +1.4% |
| 3M | +69.0% | -15.0% | +84.0% | +69.9% |
| 6M | +69.3% | -10.1% | +79.4% | +69.2% |
| YTD | +115.8% | +99.4% | +16.3% | +106.4% |
| 1Y | +79.3% | +316.4% | -237.0% | +62.1% |
| All | +79.3% | +318.3% | -239.0% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling