+159.6%
CAKE vs EXPD
+61.0%
+98.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.6% | -3.9% |
| 7D | -4.6% | +1.2% | -5.7% | -5.1% |
| 30D | -6.6% | +5.2% | -11.8% | -8.7% |
| 3M | +52.9% | +13.2% | +39.7% | +44.4% |
| 6M | +65.7% | +30.3% | +35.4% | +46.4% |
| YTD | +107.8% | +27.0% | +80.8% | +84.7% |
| 1Y | +78.5% | +57.3% | +21.2% | +43.0% |
| 3Y | +266.4% | +70.0% | +196.4% | +176.8% |
| 5Y | +159.6% | +61.6% | +98.0% | +81.7% |
| All | +159.6% | +61.0% | +98.6% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling