-68.5%
EL vs CAKE
+157.8%
-226.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.1% |
| 7D | -6.5% | -4.5% | -2.0% | -4.9% |
| 30D | +11.1% | -12.4% | +23.6% | +16.5% |
| 3M | +10.7% | +37.3% | -26.6% | -2.9% |
| 6M | +6.9% | +70.7% | -63.8% | -14.3% |
| YTD | -6.3% | +106.0% | -112.3% | -30.4% |
| 1Y | +13.5% | +79.7% | -66.2% | -11.5% |
| 3Y | -33.1% | +267.8% | -300.8% | -60.0% |
| All | -68.5% | +157.8% | -226.3% | -80.0% |
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 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