+147.7%
CAKE vs EXPD
+324.8%
-177.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.7% |
| 7D | -5.6% | +1.2% | -6.8% | -6.3% |
| 30D | -10.5% | +6.8% | -17.4% | -14.0% |
| 3M | +43.6% | +14.9% | +28.7% | +31.6% |
| 6M | +63.0% | +34.6% | +28.4% | +35.0% |
| YTD | +102.9% | +27.7% | +75.2% | +71.8% |
| 1Y | +75.6% | +57.7% | +18.0% | +29.3% |
| 3Y | +257.7% | +70.9% | +186.8% | +142.3% |
| 5Y | +156.0% | +59.5% | +96.5% | +75.5% |
| All | +147.7% | +324.8% | -177.1% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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