+117.8%
EW vs CAKE
+155.4%
-37.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.3% | -3.0% |
| 7D | -6.2% | -4.5% | -1.6% | -5.4% |
| 30D | -9.3% | -12.4% | +3.1% | -7.2% |
| 3M | -1.6% | +37.3% | -39.0% | -7.6% |
| 6M | -0.8% | +70.7% | -71.6% | -10.9% |
| YTD | -1.0% | +106.0% | -107.0% | -14.3% |
| 1Y | +8.2% | +79.7% | -71.5% | -4.2% |
| 3Y | +12.7% | +267.8% | -255.1% | -15.0% |
| 5Y | -30.2% | +159.9% | -190.1% | -45.5% |
| All | +117.8% | +155.4% | -37.6% | +36.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling