+3,896.4%
CAKE vs ES
+869.5%
+3,026.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.5% |
| 7D | +2.5% | +2.7% | -0.2% | +1.6% |
| 30D | -3.1% | +7.6% | -10.6% | -5.4% |
| 3M | -2.2% | +0.5% | -2.7% | -2.5% |
| 6M | +94.1% | +7.6% | +86.5% | +88.5% |
| YTD | +119.4% | +10.2% | +109.2% | +110.5% |
| 1Y | +141.4% | +1.8% | +139.5% | +137.0% |
| 3Y | +273.6% | +55.4% | +218.2% | +211.8% |
| 5Y | +177.7% | +7.3% | +170.4% | +159.2% |
| 10Y | +131.9% | +96.4% | +35.5% | +80.9% |
| All | +3,896.4% | +869.5% | +3,026.9% | +1,981.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling