+271.0%
CAKE vs ES
+30.3%
+240.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.1% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | -6.6% | -1.0% | -5.5% | -6.4% |
| 3M | +52.9% | +1.5% | +51.4% | +52.3% |
| 6M | +65.7% | -3.5% | +69.2% | +66.6% |
| YTD | +107.8% | +7.0% | +100.8% | +104.0% |
| 1Y | +78.5% | +15.3% | +63.2% | +71.8% |
| All | +271.0% | +30.3% | +240.8% | +234.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling