+395.2%
ENPH vs CAKE
+351.7%
+43.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.9% |
| 7D | -0.1% | -4.5% | +4.5% | +1.5% |
| 30D | -10.8% | -12.4% | +1.6% | -6.9% |
| 3M | -33.8% | +37.3% | -71.2% | -41.4% |
| 6M | -16.1% | +70.7% | -86.8% | -31.6% |
| YTD | +13.4% | +106.0% | -92.6% | -13.2% |
| 1Y | -2.6% | +79.7% | -82.3% | -21.9% |
| 3Y | -70.3% | +267.8% | -338.0% | -81.7% |
| 5Y | -77.0% | +159.9% | -236.9% | -84.9% |
| 10Y | +1,919.4% | +154.3% | +1,765.1% | +920.5% |
| All | +395.2% | +351.7% | +43.5% | +40.2% |
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