+64.2%
EWZ vs CAKE
+125.5%
-61.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.1% | -1.3% |
| 7D | +0.1% | -3.8% | +3.9% | +0.9% |
| 30D | -25.9% | -5.2% | -20.6% | -25.2% |
| 3M | -6.1% | -9.2% | +3.1% | -4.6% |
| 6M | -16.1% | +76.6% | -92.7% | -28.0% |
| YTD | +1.0% | +113.6% | -112.6% | -17.7% |
| 1Y | 0.0% | +134.3% | -134.4% | -20.5% |
| 3Y | +16.8% | +271.2% | -254.3% | -20.0% |
| 5Y | +52.1% | +170.3% | -118.2% | +8.2% |
| All | +64.2% | +125.5% | -61.3% | -4.4% |
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 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