+271.0%
CAKE vs EPAM
-57.0%
+328.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.8% | -3.3% |
| 7D | -4.6% | -2.2% | -2.4% | -4.3% |
| 30D | -6.6% | +17.8% | -24.3% | -9.0% |
| 3M | +52.9% | +19.9% | +33.0% | +47.6% |
| 6M | +65.7% | -21.6% | +87.3% | +71.2% |
| YTD | +107.8% | -44.0% | +151.8% | +125.1% |
| 1Y | +78.5% | -30.5% | +109.0% | +85.7% |
| All | +271.0% | -57.0% | +328.1% | +313.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling