+2,591.5%
EMR vs CAKE
+4,004.5%
-1,413.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +3.1% | -1.1% | +4.1% | +3.3% |
| 30D | -3.5% | +0.4% | -4.0% | -3.8% |
| 3M | +9.8% | +59.9% | -50.1% | -2.2% |
| 6M | +10.8% | +75.1% | -64.3% | -3.5% |
| YTD | +15.9% | +115.0% | -99.1% | -3.9% |
| 1Y | +16.4% | +81.6% | -65.2% | 0.0% |
| 3Y | +62.1% | +279.1% | -217.0% | +16.0% |
| 5Y | +62.9% | +170.6% | -107.7% | +21.4% |
| 10Y | +267.8% | +160.3% | +107.5% | +148.8% |
| All | +2,591.5% | +4,004.5% | -1,413.0% | +1,040.4% |
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 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