+151.5%
CAKE vs EPAM
+74.2%
+77.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.4% | +0.9% |
| 7D | -4.5% | +0.7% | -5.3% | -4.7% |
| 30D | -12.4% | +17.6% | -30.0% | -15.7% |
| 3M | +37.3% | +27.1% | +10.2% | +28.7% |
| 6M | +70.7% | -17.0% | +87.7% | +75.6% |
| YTD | +106.0% | -42.4% | +148.4% | +127.9% |
| 1Y | +79.7% | -25.3% | +105.0% | +86.6% |
| 3Y | +267.8% | -55.7% | +323.5% | +314.6% |
| 5Y | +159.9% | -81.2% | +241.1% | +229.6% |
| All | +151.5% | +74.2% | +77.2% | +100.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling