+152.2%
CAKE vs ESTC
-47.6%
+199.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -4.5% | -9.2% | +4.6% | -2.8% |
| 30D | -12.4% | +8.1% | -20.5% | -14.4% |
| 3M | +37.3% | +38.5% | -1.1% | +27.6% |
| 6M | +70.7% | +57.8% | +12.9% | +53.4% |
| YTD | +106.0% | +10.5% | +95.4% | +96.9% |
| 1Y | +79.7% | -6.4% | +86.0% | +76.5% |
| 3Y | +267.8% | +4.7% | +263.1% | +228.1% |
| All | +152.2% | -47.6% | +199.7% | +110.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling