+131.0%
EMB vs CAKE
+521.9%
-390.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | 0.0% |
| 7D | 0.0% | -4.6% | +4.6% | +0.3% |
| 30D | -0.3% | -6.6% | +6.3% | +0.1% |
| 3M | -0.3% | +52.9% | -53.2% | -2.7% |
| 6M | +0.7% | +65.7% | -65.0% | -2.2% |
| YTD | +1.3% | +107.8% | -106.5% | -3.0% |
| 1Y | +4.7% | +78.5% | -73.8% | +1.0% |
| 3Y | +30.1% | +266.4% | -236.3% | +19.9% |
| 5Y | +6.9% | +159.6% | -152.8% | -0.8% |
| 10Y | +30.7% | +156.6% | -125.9% | +17.6% |
| All | +131.0% | +521.9% | -390.9% | +79.3% |
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