+146.1%
CAKE vs EPAM
-15.2%
+161.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +4.8% |
| 7D | +9.1% | +0.8% | +8.3% | +9.0% |
| 30D | +5.8% | +24.9% | -19.1% | +3.3% |
| 3M | +9.3% | +22.6% | -13.2% | +6.7% |
| 6M | +96.1% | +24.2% | +71.9% | +90.6% |
| YTD | +131.4% | -33.0% | +164.4% | +135.4% |
| 1Y | +146.1% | -13.3% | +159.4% | +151.5% |
| All | +146.1% | -15.2% | +161.3% | +151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 EPAM 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