+75.6%
CAKE vs EPAM
-29.6%
+105.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.2% | -2.3% |
| 7D | -5.6% | -4.5% | -1.1% | -5.1% |
| 30D | -10.5% | +14.6% | -25.2% | -12.2% |
| 3M | +43.6% | +23.1% | +20.5% | +39.1% |
| 6M | +63.0% | -19.5% | +82.5% | +67.7% |
| YTD | +102.9% | -44.1% | +147.0% | +116.9% |
| 1Y | +75.6% | -25.2% | +100.8% | +69.8% |
| All | +75.6% | -29.6% | +105.2% | +69.8% |
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