+3,829.7%
CAKE vs EXPD
+25,802.0%
-21,972.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -4.0% | -1.1% | -2.9% | -3.6% |
| 30D | +2.4% | +4.1% | -1.6% | +1.0% |
| 3M | +69.0% | +17.9% | +51.1% | +59.5% |
| 6M | +69.3% | +29.2% | +40.1% | +54.4% |
| YTD | +115.8% | +27.4% | +88.4% | +97.2% |
| 1Y | +79.3% | +56.8% | +22.5% | +52.3% |
| 3Y | +262.0% | +68.0% | +194.0% | +197.6% |
| 5Y | +165.7% | +61.9% | +103.8% | +119.0% |
| 10Y | +158.9% | +316.0% | -157.1% | +61.0% |
| All | +3,829.7% | +25,802.0% | -21,972.3% | +1,463.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling