+222.6%
ESI vs CAKE
+206.9%
+15.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.2% |
| 7D | +3.9% | -4.6% | +8.5% | +5.4% |
| 30D | -3.8% | -6.6% | +2.8% | -2.1% |
| 3M | -13.1% | +52.9% | -66.0% | -25.0% |
| 6M | +11.3% | +65.7% | -54.4% | -6.6% |
| YTD | +44.1% | +107.8% | -63.7% | +12.2% |
| 1Y | +40.3% | +78.5% | -38.1% | +14.2% |
| 3Y | +84.1% | +266.4% | -182.3% | +16.5% |
| 5Y | +75.8% | +159.6% | -83.8% | +19.3% |
| 10Y | +320.7% | +156.6% | +164.1% | +143.7% |
| All | +222.6% | +206.9% | +15.6% | +82.3% |
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