+79.3%
CAKE vs EFV
+30.7%
+48.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -4.0% | +1.5% | -5.5% | -4.9% |
| 30D | +2.4% | +1.7% | +0.7% | +1.3% |
| 3M | +69.0% | +8.6% | +60.3% | +59.6% |
| 6M | +69.3% | +11.7% | +57.6% | +57.0% |
| YTD | +115.8% | +19.3% | +96.5% | +82.9% |
| 1Y | +79.3% | +30.2% | +49.1% | +37.0% |
| All | +79.3% | +30.7% | +48.6% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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