+145.6%
CAKE vs ESTC
+26.3%
+119.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.3% | +0.3% |
| 7D | -1.1% | -4.3% | +3.2% | -0.4% |
| 30D | +0.4% | +17.7% | -17.3% | -3.2% |
| 3M | +59.9% | +42.3% | +17.6% | +48.4% |
| 6M | +75.1% | +64.6% | +10.5% | +56.9% |
| YTD | +115.0% | +17.2% | +97.8% | +103.6% |
| 1Y | +81.6% | -4.2% | +85.8% | +77.6% |
| 3Y | +279.1% | +13.5% | +265.6% | +238.2% |
| 5Y | +170.6% | -45.5% | +216.2% | +154.2% |
| All | +145.6% | +26.3% | +119.3% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling