+39.7%
EFX vs CAKE
+155.4%
-115.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -1.0% | +0.3% |
| 7D | -4.5% | -4.5% | 0.0% | -3.6% |
| 30D | -6.1% | -12.4% | +6.4% | -3.7% |
| 3M | +6.2% | +37.3% | -31.1% | -1.1% |
| 6M | -11.2% | +70.7% | -81.9% | -21.3% |
| YTD | -21.4% | +106.0% | -127.4% | -33.3% |
| 1Y | -34.3% | +79.7% | -114.0% | -42.8% |
| 3Y | -12.5% | +267.8% | -280.3% | -35.5% |
| 5Y | -35.6% | +159.9% | -195.5% | -50.6% |
| All | +39.7% | +155.4% | -115.8% | -5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling