-28.2%
EW vs CAKE
+152.3%
-180.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.0% | +1.1% |
| 7D | -3.4% | -5.6% | +2.3% | -2.4% |
| 30D | -7.4% | -10.5% | +3.2% | -5.7% |
| 3M | +0.9% | +43.6% | -42.7% | -5.7% |
| 6M | +1.2% | +63.0% | -61.9% | -8.0% |
| YTD | +1.8% | +102.9% | -101.1% | -11.3% |
| 1Y | +10.8% | +75.6% | -64.8% | -1.0% |
| 3Y | +17.1% | +257.7% | -240.6% | -12.0% |
| 5Y | -28.2% | +156.0% | -184.2% | -45.7% |
| All | -28.2% | +152.3% | -180.5% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling