+156.0%
CAKE vs ALM
+856.4%
-700.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -9.6% | +7.2% | -2.0% |
| 7D | -5.6% | -7.1% | +1.5% | -5.3% |
| 30D | -10.5% | +24.7% | -35.2% | -11.4% |
| 3M | +43.6% | +8.3% | +35.3% | +42.7% |
| 6M | +63.0% | -22.2% | +85.2% | +63.4% |
| YTD | +102.9% | +88.1% | +14.8% | +95.0% |
| 1Y | +75.6% | +272.4% | -196.7% | +63.3% |
| 3Y | +257.7% | +2,004.1% | -1,746.4% | +197.1% |
| 5Y | +156.0% | +915.8% | -759.8% | +115.6% |
| All | +156.0% | +856.4% | -700.4% | +115.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling