+11.3%
ESI vs CAKE
+72.3%
-61.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.9% |
| 7D | +3.9% | -4.6% | +8.5% | +4.3% |
| 30D | -3.8% | -6.6% | +2.8% | -3.5% |
| 3M | -13.1% | +52.9% | -66.0% | -22.1% |
| 6M | +11.3% | +65.7% | -54.4% | -3.5% |
| All | +11.3% | +72.3% | -61.0% | -3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling