-33.5%
EL vs CAKE
+256.2%
-289.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | 0.0% | -1.4% |
| 7D | -4.4% | -5.6% | +1.3% | -2.1% |
| 30D | +10.3% | -10.5% | +20.8% | +15.0% |
| 3M | +13.4% | +43.6% | -30.3% | -4.1% |
| 6M | +3.1% | +63.0% | -60.0% | -18.0% |
| YTD | -6.9% | +102.9% | -109.8% | -33.3% |
| 1Y | +11.9% | +75.6% | -63.7% | -14.7% |
| All | -33.5% | +256.2% | -289.7% | -61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling