+135.3%
CAKE vs ESTC
+19.1%
+116.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -4.5% | -9.2% | +4.6% | -2.9% |
| 30D | -12.4% | +8.1% | -20.5% | -14.3% |
| 3M | +37.3% | +38.5% | -1.1% | +28.1% |
| 6M | +70.7% | +57.8% | +12.9% | +54.2% |
| YTD | +106.0% | +10.5% | +95.4% | +97.1% |
| 1Y | +79.7% | -6.4% | +86.0% | +76.2% |
| 3Y | +267.8% | +4.7% | +263.1% | +233.3% |
| 5Y | +159.9% | -47.8% | +207.7% | +146.0% |
| All | +135.3% | +19.1% | +116.1% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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