+760.5%
EIX vs CAKE
+4,018.7%
-3,258.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | -19.1% | -4.0% | -15.1% | -18.6% |
| 30D | -16.9% | +2.4% | -19.3% | -17.3% |
| 3M | -20.0% | +69.0% | -89.0% | -25.9% |
| 6M | -21.3% | +69.3% | -90.6% | -27.3% |
| YTD | -1.7% | +115.8% | -117.5% | -12.4% |
| 1Y | +9.6% | +79.3% | -69.8% | +0.1% |
| 3Y | -3.7% | +262.0% | -265.7% | -21.4% |
| 5Y | +22.6% | +165.7% | -143.1% | +1.8% |
| 10Y | +17.7% | +158.9% | -141.2% | -9.7% |
| All | +760.5% | +4,018.7% | -3,258.2% | +402.1% |
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