+2.7%
ECL vs CAKE
+76.8%
-74.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -2.6% | -4.0% | +1.4% | -2.0% |
| 30D | -2.2% | +2.4% | -4.6% | -2.7% |
| 3M | +10.1% | +69.0% | -58.9% | -0.4% |
| 6M | -5.7% | +69.3% | -75.0% | -15.2% |
| YTD | +7.0% | +115.8% | -108.8% | -9.4% |
| 1Y | +2.7% | +79.3% | -76.7% | -6.5% |
| All | +2.7% | +76.8% | -74.1% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 1y: compounded portfolio wealth divided by compounded CAKE 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…
1y analysis · Full analysis span regression · 6 months rolling