+5,594.1%
EFX vs CAKE
+3,772.9%
+1,821.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | +0.4% |
| 7D | -11.1% | -5.6% | -5.5% | -10.1% |
| 30D | -7.4% | -10.5% | +3.1% | -5.5% |
| 3M | +1.5% | +43.6% | -42.1% | -6.2% |
| 6M | -13.7% | +63.0% | -76.7% | -22.5% |
| YTD | -21.9% | +102.9% | -124.7% | -33.1% |
| 1Y | -30.8% | +75.6% | -106.4% | -39.1% |
| 3Y | -12.4% | +257.7% | -270.1% | -34.2% |
| 5Y | -35.9% | +156.0% | -191.9% | -49.9% |
| 10Y | +41.0% | +150.5% | -109.5% | -0.9% |
| All | +5,594.1% | +3,772.9% | +1,821.2% | +2,358.6% |
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