+1,499.8%
EL vs CAKE
+2,922.2%
-1,422.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -2.1% |
| 7D | -2.4% | -4.6% | +2.2% | -1.3% |
| 30D | +13.7% | -6.6% | +20.2% | +15.3% |
| 3M | +14.5% | +52.9% | -38.4% | +3.3% |
| 6M | +7.4% | +65.7% | -58.3% | -5.0% |
| YTD | -4.7% | +107.8% | -112.5% | -20.1% |
| 1Y | +12.9% | +78.5% | -65.5% | -2.1% |
| 3Y | -32.2% | +266.4% | -298.6% | -50.1% |
| 5Y | -68.4% | +159.6% | -228.0% | -75.6% |
| 10Y | +28.3% | +156.6% | -128.3% | -10.9% |
| All | +1,499.8% | +2,922.2% | -1,422.5% | +629.7% |
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