+151.5%
CAKE vs ES
+82.1%
+69.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.8% |
| 7D | -4.5% | -3.6% | -1.0% | -3.1% |
| 30D | -12.4% | -4.2% | -8.2% | -11.0% |
| 3M | +37.3% | +0.1% | +37.2% | +36.9% |
| 6M | +70.7% | -6.2% | +76.9% | +74.0% |
| YTD | +106.0% | +4.1% | +101.9% | +100.2% |
| 1Y | +79.7% | +10.2% | +69.5% | +69.0% |
| 3Y | +267.8% | +26.1% | +241.7% | +215.4% |
| 5Y | +159.9% | -5.3% | +165.2% | +152.1% |
| All | +151.5% | +82.1% | +69.4% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling