-25.6%
EFX vs CAKE
+76.8%
-102.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.7% | -6.4% |
| 7D | -8.6% | -4.0% | -4.6% | -8.3% |
| 30D | +0.1% | +2.4% | -2.3% | -0.3% |
| 3M | +3.8% | +69.0% | -65.1% | -2.8% |
| 6M | -13.5% | +69.3% | -82.8% | -19.3% |
| YTD | -17.7% | +115.8% | -133.4% | -26.6% |
| 1Y | -25.6% | +79.3% | -104.9% | -36.0% |
| All | -25.6% | +76.8% | -102.3% | -36.0% |
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 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