+1,193.7%
EWY vs CAKE
+852.2%
+341.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.4% | -1.8% | -3.5% |
| 7D | +1.2% | -5.6% | +6.8% | +2.9% |
| 30D | +9.3% | -10.5% | +19.8% | +12.4% |
| 3M | +2.4% | +43.6% | -41.2% | -8.4% |
| 6M | +40.3% | +63.0% | -22.8% | +20.8% |
| YTD | +88.0% | +102.9% | -14.9% | +52.0% |
| 1Y | +143.8% | +75.6% | +68.2% | +104.0% |
| 3Y | +217.8% | +257.7% | -40.0% | +111.0% |
| 5Y | +142.7% | +156.0% | -13.3% | +69.2% |
| 10Y | +291.7% | +150.5% | +141.2% | +129.2% |
| All | +1,193.7% | +852.2% | +341.5% | +278.1% |
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