-18.0%
ELF vs CAKE
+76.8%
-94.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | +5.4% | -4.0% | +9.4% | +6.9% |
| 30D | +27.0% | +2.4% | +24.5% | +24.9% |
| 3M | +113.2% | +69.0% | +44.2% | +63.5% |
| 6M | +36.6% | +69.3% | -32.7% | +3.5% |
| YTD | +44.2% | +115.8% | -71.5% | -3.5% |
| 1Y | -18.0% | +79.3% | -97.3% | -45.6% |
| All | -18.0% | +76.8% | -94.8% | -45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling