+1,471.7%
ET vs CAKE
+253.1%
+1,218.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.1% | +1.6% |
| 7D | +0.6% | -4.6% | +5.2% | +1.7% |
| 30D | +5.3% | -6.6% | +11.9% | +6.7% |
| 3M | +15.6% | +52.9% | -37.3% | +4.0% |
| 6M | +20.6% | +65.7% | -45.1% | +5.8% |
| YTD | +38.5% | +107.8% | -69.3% | +14.7% |
| 1Y | +35.7% | +78.5% | -42.8% | +16.0% |
| 3Y | +98.4% | +266.4% | -168.0% | +38.5% |
| 5Y | +245.3% | +159.6% | +85.7% | +151.4% |
| 10Y | +173.7% | +156.6% | +17.1% | +79.3% |
| All | +1,471.7% | +253.1% | +1,218.6% | +597.0% |
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