+79.7%
CAKE vs ALM
+247.3%
-167.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -12.7% |
| 3M | +37.3% | -9.3% | +46.6% | +37.9% |
| 6M | +70.7% | -30.5% | +101.2% | +72.6% |
| YTD | +106.0% | +75.8% | +30.2% | +97.7% |
| 1Y | +79.7% | +241.2% | -161.5% | +65.6% |
| All | +79.7% | +247.3% | -167.7% | +65.6% |
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