+432.5%
EWZ vs CAKE
+915.3%
-482.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +6.5% | -4.0% | +10.5% | +7.7% |
| 30D | +4.8% | +2.4% | +2.4% | +3.8% |
| 3M | +9.9% | +69.0% | -59.1% | -6.8% |
| 6M | +1.9% | +69.3% | -67.3% | -13.9% |
| YTD | +20.3% | +115.8% | -95.5% | -5.8% |
| 1Y | +35.6% | +79.3% | -43.7% | +11.6% |
| 3Y | +43.4% | +262.0% | -218.6% | -8.1% |
| 5Y | +55.9% | +165.7% | -109.7% | +3.5% |
| 10Y | +84.2% | +158.9% | -74.7% | +4.1% |
| All | +432.5% | +915.3% | -482.8% | +61.9% |
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