+287.3%
CAKE vs EFV
+252.1%
+35.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.1% |
| 7D | -5.6% | -2.0% | -3.6% | -4.0% |
| 30D | -10.5% | -0.2% | -10.3% | -10.3% |
| 3M | +43.6% | +9.1% | +34.5% | +33.1% |
| 6M | +63.0% | +11.7% | +51.3% | +47.6% |
| YTD | +102.9% | +17.0% | +85.8% | +76.4% |
| 1Y | +75.6% | +26.7% | +48.9% | +42.7% |
| 3Y | +257.7% | +90.2% | +167.6% | +105.9% |
| 5Y | +156.0% | +96.1% | +59.9% | +44.2% |
| 10Y | +150.5% | +164.5% | -14.0% | +16.7% |
| All | +287.3% | +252.1% | +35.1% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling