+80.7%
ESI vs CAKE
+261.6%
-180.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.1% |
| 7D | -4.6% | -4.5% | -0.1% | -3.4% |
| 30D | -10.5% | -12.4% | +1.9% | -7.4% |
| 3M | -19.8% | +37.3% | -57.2% | -28.3% |
| 6M | +5.8% | +70.7% | -64.9% | -12.4% |
| YTD | +38.3% | +106.0% | -67.7% | +6.8% |
| 1Y | +31.5% | +79.7% | -48.1% | +5.7% |
| 3Y | +80.7% | +267.8% | -187.1% | +13.1% |
| All | +80.7% | +261.6% | -180.9% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling