+353.2%
EWZ vs CAKE
+932.6%
-579.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.4% | +0.6% |
| 7D | +0.8% | +2.5% | -1.7% | 0.0% |
| 30D | -24.4% | -3.1% | -21.3% | -24.0% |
| 3M | -4.6% | -2.2% | -2.4% | -4.8% |
| 6M | -11.6% | +94.1% | -105.6% | -28.6% |
| YTD | +2.4% | +119.4% | -117.0% | -20.8% |
| 1Y | +2.1% | +141.4% | -139.3% | -23.4% |
| 3Y | +18.7% | +273.6% | -254.9% | -25.0% |
| 5Y | +54.2% | +177.7% | -123.5% | +0.6% |
| 10Y | +65.9% | +131.9% | -66.0% | -2.9% |
| All | +353.2% | +932.6% | -579.3% | +36.1% |
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