+348.8%
CAKE vs EPAM
+1,091.5%
-742.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | -3.8% | -1.1% | -2.7% | -3.7% |
| 30D | -5.2% | +41.8% | -47.1% | -12.1% |
| 3M | -9.2% | +63.4% | -72.6% | -18.4% |
| 6M | +76.6% | +72.2% | +4.4% | +55.5% |
| YTD | +113.6% | -20.0% | +133.6% | +117.0% |
| 1Y | +134.3% | -9.0% | +143.4% | +131.9% |
| 3Y | +271.2% | -30.4% | +301.6% | +274.3% |
| 5Y | +170.3% | -75.6% | +245.9% | +210.5% |
| 10Y | +125.7% | +161.2% | -35.5% | +67.4% |
| All | +348.8% | +1,091.5% | -742.7% | +181.3% |
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