+1,723.8%
ED vs CAKE
+4,004.5%
-2,280.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +0.9% |
| 7D | +0.5% | -1.1% | +1.6% | +0.6% |
| 30D | +1.1% | +0.4% | +0.7% | +1.0% |
| 3M | +4.6% | +59.9% | -55.3% | 0.0% |
| 6M | -2.0% | +75.1% | -77.0% | -7.3% |
| YTD | +11.7% | +115.0% | -103.3% | +3.5% |
| 1Y | +15.7% | +81.6% | -65.9% | +8.8% |
| 3Y | +34.4% | +279.1% | -244.8% | +16.1% |
| 5Y | +67.3% | +170.6% | -103.3% | +46.7% |
| 10Y | +104.0% | +160.3% | -56.3% | +68.4% |
| All | +1,723.8% | +4,004.5% | -2,280.7% | +1,047.6% |
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