+1,096.4%
CAKE vs EXEL
+268.9%
+827.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.5% |
| 7D | -4.6% | -0.3% | -4.2% | -4.5% |
| 30D | -6.6% | +10.1% | -16.7% | -8.0% |
| 3M | +52.9% | +10.1% | +42.8% | +50.3% |
| 6M | +65.7% | +37.7% | +28.1% | +57.0% |
| YTD | +107.8% | +33.1% | +74.7% | +97.6% |
| 1Y | +78.5% | +52.4% | +26.1% | +65.7% |
| 3Y | +266.4% | +163.8% | +102.6% | +209.3% |
| 5Y | +159.6% | +198.5% | -38.9% | +113.1% |
| 10Y | +156.6% | +386.9% | -230.3% | +83.2% |
| All | +1,096.4% | +268.9% | +827.5% | +492.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling