+148.7%
EWY vs CAKE
+157.8%
-9.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +2.9% |
| 7D | -0.1% | -4.5% | +4.5% | +0.9% |
| 30D | +7.3% | -12.4% | +19.7% | +10.1% |
| 3M | -5.1% | +37.3% | -42.5% | -12.2% |
| 6M | +42.1% | +70.7% | -28.7% | +25.0% |
| YTD | +94.1% | +106.0% | -11.9% | +64.0% |
| 1Y | +147.8% | +79.7% | +68.2% | +114.8% |
| 3Y | +222.9% | +267.8% | -44.9% | +134.4% |
| All | +148.7% | +157.8% | -9.1% | +83.8% |
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 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