-35.6%
ELAN vs CAKE
+124.2%
-159.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.2% | +1.0% |
| 7D | -5.4% | -4.5% | -0.9% | -4.3% |
| 30D | +4.7% | -12.4% | +17.1% | +8.2% |
| 3M | -3.7% | +37.3% | -41.0% | -11.8% |
| 6M | -1.2% | +70.7% | -71.9% | -15.0% |
| YTD | +2.4% | +106.0% | -103.6% | -16.5% |
| 1Y | +23.4% | +79.7% | -56.3% | +3.8% |
| 3Y | +96.7% | +267.8% | -171.1% | +34.6% |
| 5Y | -30.6% | +159.9% | -190.5% | -49.8% |
| All | -35.6% | +124.2% | -159.8% | -53.4% |
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