+117.5%
CAKE vs EXPD
+336.9%
-219.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.7% | -3.5% |
| 7D | -3.8% | +3.6% | -7.4% | -5.8% |
| 30D | -5.2% | +0.3% | -5.5% | -5.5% |
| 3M | -9.2% | +6.1% | -15.3% | -12.6% |
| 6M | +76.6% | +27.4% | +49.3% | +51.7% |
| YTD | +113.6% | +32.0% | +81.6% | +76.9% |
| 1Y | +134.3% | +40.5% | +93.8% | +86.5% |
| 3Y | +271.2% | +75.7% | +195.5% | +147.2% |
| 5Y | +170.3% | +61.7% | +108.6% | +84.9% |
| All | +117.5% | +336.9% | -219.5% | -21.3% |
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