+361.1%
CAKE vs EPAM
+1,086.5%
-725.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.2% | +2.8% |
| 7D | +2.5% | +2.4% | +0.1% | +2.0% |
| 30D | -3.1% | +42.3% | -45.4% | -10.1% |
| 3M | -2.2% | +60.7% | -62.9% | -11.8% |
| 6M | +94.1% | +80.5% | +13.6% | +69.1% |
| YTD | +119.4% | -20.4% | +139.8% | +123.1% |
| 1Y | +141.4% | -9.6% | +151.0% | +139.1% |
| 3Y | +273.6% | -30.5% | +304.0% | +276.8% |
| 5Y | +177.7% | -75.7% | +253.4% | +219.3% |
| 10Y | +131.9% | +160.1% | -28.2% | +72.1% |
| All | +361.1% | +1,086.5% | -725.4% | +189.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling