+313.8%
ELF vs CAKE
+159.0%
+154.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | +5.4% | -4.0% | +9.4% | +6.7% |
| 30D | +27.0% | +2.4% | +24.5% | +25.5% |
| 3M | +113.2% | +69.0% | +44.2% | +77.4% |
| 6M | +36.6% | +69.3% | -32.7% | +13.4% |
| YTD | +44.2% | +115.8% | -71.5% | +10.4% |
| 1Y | -18.0% | +79.3% | -97.3% | -33.3% |
| 3Y | -19.9% | +262.0% | -282.0% | -47.9% |
| 5Y | +257.7% | +165.7% | +92.0% | +144.3% |
| All | +313.8% | +159.0% | +154.8% | +147.3% |
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