+216.2%
ELF vs CAKE
+152.3%
+63.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -2.0% | -3.4% |
| 7D | -10.8% | -5.6% | -5.2% | -8.8% |
| 30D | +0.8% | -10.5% | +11.3% | +5.0% |
| 3M | +64.8% | +43.6% | +21.1% | +40.4% |
| 6M | +19.0% | +63.0% | -44.1% | -4.0% |
| YTD | +25.9% | +102.9% | -77.0% | -7.3% |
| 1Y | -28.8% | +75.6% | -104.4% | -44.5% |
| 3Y | -29.6% | +257.7% | -287.3% | -57.7% |
| 5Y | +216.2% | +156.0% | +60.3% | +97.4% |
| All | +216.2% | +152.3% | +63.9% | +97.4% |
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 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