+60.1%
EWZ vs CAKE
+163.4%
-103.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.9% |
| 7D | -0.1% | -4.6% | +4.5% | +0.6% |
| 30D | +8.2% | -6.6% | +14.7% | +9.1% |
| 3M | +13.3% | +52.9% | -39.6% | +5.9% |
| 6M | +3.6% | +65.7% | -62.2% | -4.6% |
| YTD | +21.0% | +107.8% | -86.8% | +7.7% |
| 1Y | +34.7% | +78.5% | -43.8% | +22.3% |
| 3Y | +48.3% | +266.4% | -218.1% | +19.8% |
| 5Y | +60.1% | +159.6% | -99.6% | +31.8% |
| All | +60.1% | +163.4% | -103.4% | +31.8% |
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