+23.7%
EIX vs CAKE
+152.3%
-128.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.0% |
| 7D | +0.8% | -5.6% | +6.4% | +1.4% |
| 30D | -18.8% | -10.5% | -8.3% | -18.0% |
| 3M | -19.7% | +43.6% | -63.3% | -22.8% |
| 6M | -18.2% | +63.0% | -81.3% | -22.6% |
| YTD | -1.7% | +102.9% | -104.6% | -9.4% |
| 1Y | +7.8% | +75.6% | -67.9% | +0.8% |
| 3Y | -5.6% | +257.7% | -263.3% | -18.7% |
| 5Y | +23.7% | +156.0% | -132.3% | +6.2% |
| All | +23.7% | +152.3% | -128.6% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling