+69.9%
ED vs CAKE
+152.3%
-82.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.6% |
| 7D | -1.9% | -5.6% | +3.8% | -1.7% |
| 30D | +0.1% | -10.5% | +10.6% | +0.4% |
| 3M | 0.0% | +43.6% | -43.6% | -1.2% |
| 6M | -2.5% | +63.0% | -65.6% | -4.1% |
| YTD | +10.1% | +102.9% | -92.8% | +7.3% |
| 1Y | +13.6% | +75.6% | -62.0% | +11.3% |
| 3Y | +32.4% | +257.7% | -225.3% | +24.0% |
| 5Y | +69.9% | +156.0% | -86.1% | +60.1% |
| All | +69.9% | +152.3% | -82.5% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling