+152.2%
CAKE vs ARMK
+160.7%
-8.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.6% | -0.4% |
| 7D | -4.5% | +3.1% | -7.7% | -6.3% |
| 30D | -12.4% | -2.8% | -9.6% | -11.0% |
| 3M | +37.3% | +7.6% | +29.8% | +30.8% |
| 6M | +70.7% | +47.9% | +22.8% | +32.0% |
| YTD | +106.0% | +60.0% | +46.0% | +50.7% |
| 1Y | +79.7% | +52.2% | +27.4% | +35.5% |
| 3Y | +267.8% | +131.4% | +136.4% | +95.0% |
| All | +152.2% | +160.7% | -8.5% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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