+150.8%
EWJ vs CAKE
+2,386.3%
-2,235.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.2% |
| 7D | -1.5% | -5.6% | +4.1% | -0.5% |
| 30D | +0.2% | -10.5% | +10.7% | +1.9% |
| 3M | +8.6% | +43.6% | -35.0% | +1.7% |
| 6M | +12.1% | +63.0% | -50.9% | +2.5% |
| YTD | +20.1% | +102.9% | -82.8% | +5.5% |
| 1Y | +25.2% | +75.6% | -50.5% | +12.4% |
| 3Y | +70.8% | +257.7% | -187.0% | +34.0% |
| 5Y | +49.2% | +156.0% | -106.8% | +20.3% |
| 10Y | +138.6% | +150.5% | -11.9% | +74.8% |
| All | +150.8% | +2,386.3% | -2,235.5% | +13.4% |
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