+9,419.2%
ECL vs CAKE
+4,004.5%
+5,414.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -0.8% | -1.1% | +0.3% | -0.6% |
| 30D | -2.5% | +0.4% | -2.9% | -2.7% |
| 3M | +8.3% | +59.9% | -51.6% | -1.2% |
| 6M | -1.1% | +75.1% | -76.2% | -11.5% |
| YTD | +6.5% | +115.0% | -108.5% | -8.5% |
| 1Y | +2.1% | +81.6% | -79.5% | -9.7% |
| 3Y | +57.6% | +279.1% | -221.5% | +19.0% |
| 5Y | +28.1% | +170.6% | -142.6% | +0.6% |
| 10Y | +153.2% | +160.3% | -7.1% | +81.8% |
| All | +9,419.2% | +4,004.5% | +5,414.7% | +4,820.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling