+141.9%
EWJ vs CAKE
+155.4%
-13.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +2.0% |
| 7D | +0.3% | -4.5% | +4.8% | +0.9% |
| 30D | +0.8% | -12.4% | +13.2% | +2.6% |
| 3M | +7.5% | +37.3% | -29.8% | +2.3% |
| 6M | +15.6% | +70.7% | -55.1% | +6.3% |
| YTD | +22.7% | +106.0% | -83.2% | +9.7% |
| 1Y | +26.4% | +79.7% | -53.2% | +15.0% |
| 3Y | +72.5% | +267.8% | -195.2% | +40.3% |
| 5Y | +52.4% | +159.9% | -107.4% | +26.8% |
| All | +141.9% | +155.4% | -13.5% | +80.8% |
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