+347.0%
ELF vs CAKE
+164.7%
+182.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +4.3% | -4.7% | +9.0% | +5.8% |
| 30D | +7.7% | +0.9% | +6.9% | +7.1% |
| 3M | +24.7% | -2.7% | +27.4% | +25.0% |
| 6M | +114.6% | +81.2% | +33.5% | +73.7% |
| YTD | +55.8% | +120.6% | -64.8% | +18.0% |
| 1Y | +51.9% | +142.7% | -90.8% | +11.4% |
| 3Y | +24.6% | +283.3% | -258.7% | -20.5% |
| 5Y | +279.2% | +178.1% | +101.1% | +155.5% |
| 10Y | +338.7% | +133.1% | +205.7% | +156.7% |
| All | +347.0% | +164.7% | +182.3% | +164.2% |
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