+265.7%
ELF vs CAKE
+147.3%
+118.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.7% |
| 7D | -11.6% | -4.5% | -7.1% | -10.2% |
| 30D | +4.6% | -12.4% | +17.1% | +9.1% |
| 3M | +59.7% | +37.3% | +22.4% | +42.4% |
| 6M | +21.2% | +70.7% | -49.5% | +0.5% |
| YTD | +27.4% | +106.0% | -78.5% | -0.9% |
| 1Y | -29.8% | +79.7% | -109.5% | -42.9% |
| 3Y | -28.5% | +267.8% | -296.2% | -53.6% |
| 5Y | +220.0% | +159.9% | +60.2% | +120.5% |
| All | +265.7% | +147.3% | +118.4% | +122.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling