+168.6%
CAKE vs EPAM
-81.7%
+250.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | -0.1% |
| 7D | -1.1% | -0.9% | -0.2% | -0.9% |
| 30D | +0.4% | +18.4% | -17.9% | -2.8% |
| 3M | +59.9% | +19.2% | +40.7% | +53.3% |
| 6M | +75.1% | -21.0% | +96.0% | +81.1% |
| YTD | +115.0% | -43.7% | +158.7% | +135.5% |
| 1Y | +81.6% | -29.9% | +111.5% | +89.9% |
| 3Y | +279.1% | -56.5% | +335.7% | +321.0% |
| All | +168.6% | -81.7% | +250.3% | +204.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling