+10,722.9%
ENB vs CAKE
+3,866.7%
+6,856.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.2% |
| 7D | -0.3% | -4.6% | +4.3% | +0.2% |
| 30D | -1.1% | -6.6% | +5.5% | -0.4% |
| 3M | -8.5% | +52.9% | -61.4% | -13.4% |
| 6M | -4.5% | +65.7% | -70.3% | -10.8% |
| YTD | +9.1% | +107.8% | -98.7% | -1.2% |
| 1Y | +8.0% | +78.5% | -70.5% | -0.5% |
| 3Y | +77.8% | +266.4% | -188.6% | +47.3% |
| 5Y | +69.4% | +159.6% | -90.3% | +43.6% |
| 10Y | +100.5% | +156.6% | -56.1% | +59.0% |
| All | +10,722.9% | +3,866.7% | +6,856.2% | +6,637.9% |
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