+353.4%
CAKE vs EPAM
+751.2%
-397.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.7% | +0.8% |
| 7D | -4.0% | +2.0% | -6.0% | -4.4% |
| 30D | +2.4% | +6.5% | -4.1% | +0.6% |
| 3M | +69.0% | +19.9% | +49.0% | +61.4% |
| 6M | +69.3% | -16.9% | +86.2% | +73.5% |
| YTD | +115.8% | -42.9% | +158.6% | +136.2% |
| 1Y | +79.3% | -30.4% | +109.7% | +88.0% |
| 3Y | +262.0% | -54.7% | +316.8% | +300.5% |
| 5Y | +165.7% | -81.8% | +247.5% | +225.1% |
| 10Y | +158.9% | +65.5% | +93.4% | +109.9% |
| All | +353.4% | +751.2% | -397.8% | +206.2% |
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