+573.9%
EWT vs CAKE
+1,031.2%
-457.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.2% | -2.0% |
| 7D | -1.1% | -5.6% | +4.5% | +0.1% |
| 30D | +4.8% | -10.5% | +15.3% | +7.1% |
| 3M | +11.1% | +43.6% | -32.5% | +1.7% |
| 6M | +54.6% | +63.0% | -8.4% | +37.1% |
| YTD | +71.4% | +102.9% | -31.4% | +44.5% |
| 1Y | +82.1% | +75.6% | +6.5% | +57.9% |
| 3Y | +193.2% | +257.7% | -64.5% | +112.3% |
| 5Y | +146.1% | +156.0% | -9.9% | +85.1% |
| 10Y | +505.0% | +150.5% | +354.5% | +296.1% |
| All | +573.9% | +1,031.2% | -457.3% | +189.1% |
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