+3,829.7%
CAKE vs ES
+849.1%
+2,980.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -4.0% | +0.3% | -4.3% | -4.1% |
| 30D | +2.4% | -2.0% | +4.4% | +3.0% |
| 3M | +69.0% | +1.7% | +67.3% | +67.6% |
| 6M | +69.3% | -3.5% | +72.8% | +70.3% |
| YTD | +115.8% | +7.9% | +107.9% | +108.6% |
| 1Y | +79.3% | +17.2% | +62.2% | +67.8% |
| 3Y | +262.0% | +29.3% | +232.7% | +221.4% |
| 5Y | +165.7% | -5.7% | +171.4% | +159.4% |
| 10Y | +158.9% | +85.2% | +73.7% | +105.6% |
| All | +3,829.7% | +849.1% | +2,980.6% | +1,962.9% |
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