+151.5%
CAKE vs EXEL
+375.2%
-223.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.0% |
| 7D | -4.5% | -4.9% | +0.4% | -3.6% |
| 30D | -12.4% | +11.4% | -23.8% | -14.4% |
| 3M | +37.3% | +4.9% | +32.4% | +35.5% |
| 6M | +70.7% | +34.4% | +36.3% | +59.4% |
| YTD | +106.0% | +28.0% | +77.9% | +93.9% |
| 1Y | +79.7% | +43.6% | +36.0% | +64.5% |
| 3Y | +267.8% | +155.2% | +112.6% | +195.0% |
| 5Y | +159.9% | +181.2% | -21.3% | +101.5% |
| All | +151.5% | +375.2% | -223.7% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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