+178.1%
CAKE vs EXPD
+62.8%
+115.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | -0.4% |
| 7D | -4.7% | -1.6% | -3.1% | -4.0% |
| 30D | +0.9% | +0.6% | +0.3% | +0.5% |
| 3M | -2.7% | +9.8% | -12.5% | -6.9% |
| 6M | +81.2% | +25.8% | +55.4% | +62.7% |
| YTD | +120.6% | +31.3% | +89.3% | +92.5% |
| 1Y | +142.7% | +40.9% | +101.8% | +104.9% |
| 3Y | +283.3% | +74.7% | +208.6% | +184.2% |
| 5Y | +178.1% | +62.9% | +115.2% | +87.8% |
| All | +178.1% | +62.8% | +115.3% | +87.8% |
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