+232.8%
CAKE vs ALM
+8,394.4%
-8,161.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.8% | -9.2% | -0.4% |
| 7D | -1.1% | +8.4% | -9.5% | -1.1% |
| 30D | +0.4% | +34.8% | -34.4% | +0.3% |
| 3M | +59.9% | +16.2% | +43.7% | +59.8% |
| 6M | +75.1% | +2.1% | +72.9% | +74.9% |
| YTD | +115.0% | +117.0% | -2.0% | +114.3% |
| 1Y | +81.6% | +313.9% | -232.2% | +80.5% |
| 3Y | +279.1% | +2,327.9% | -2,048.8% | +274.2% |
| 5Y | +170.6% | +1,040.6% | -870.0% | +167.4% |
| 10Y | +160.3% | +3,219.4% | -3,059.2% | +156.3% |
| All | +232.8% | +8,394.4% | -8,161.6% | +225.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling