+151.5%
CAKE vs ALM
+2,589.2%
-2,437.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.5% | +8.0% | +1.8% |
| 7D | -4.5% | -11.8% | +7.3% | -4.1% |
| 30D | -12.4% | +7.8% | -20.2% | -12.8% |
| 3M | +37.3% | -9.3% | +46.6% | +37.4% |
| 6M | +70.7% | -30.5% | +101.2% | +71.7% |
| YTD | +106.0% | +75.8% | +30.2% | +99.1% |
| 1Y | +79.7% | +241.2% | -161.5% | +68.4% |
| 3Y | +267.8% | +1,872.6% | -1,604.8% | +213.1% |
| 5Y | +159.9% | +849.6% | -689.7% | +125.1% |
| All | +151.5% | +2,589.2% | -2,437.8% | +118.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling