+71.5%
CAKE vs ESTC
+67.1%
+4.4%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.3% | -0.3% |
| 7D | -1.1% | -4.3% | +3.2% | -1.0% |
| 30D | +0.4% | +17.7% | -17.3% | +0.5% |
| 3M | +59.9% | +42.3% | +17.6% | +58.4% |
| All | +71.5% | +67.1% | +4.4% | +69.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling