+383.4%
EFA vs CAKE
+545.0%
-161.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.5% | -0.3% |
| 7D | -2.4% | -5.6% | +3.3% | -1.1% |
| 30D | -2.2% | -10.5% | +8.3% | +0.1% |
| 3M | +5.7% | +43.6% | -38.0% | -3.6% |
| 6M | +8.2% | +63.0% | -54.9% | -4.6% |
| YTD | +11.8% | +102.9% | -91.1% | -6.6% |
| 1Y | +18.3% | +75.6% | -57.3% | +1.9% |
| 3Y | +64.9% | +257.7% | -192.8% | +16.9% |
| 5Y | +52.4% | +156.0% | -103.6% | +12.3% |
| 10Y | +142.4% | +150.5% | -8.2% | +55.0% |
| All | +383.4% | +545.0% | -161.5% | +89.9% |
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