+3,896.4%
CAKE vs EXPD
+26,625.2%
-22,728.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.2% | +2.9% |
| 7D | +2.5% | +5.5% | -3.0% | +0.6% |
| 30D | -3.1% | -0.8% | -2.2% | -2.8% |
| 3M | -2.2% | +4.1% | -6.4% | -3.7% |
| 6M | +94.1% | +25.7% | +68.4% | +79.0% |
| YTD | +119.4% | +31.4% | +88.0% | +98.1% |
| 1Y | +141.4% | +42.2% | +99.2% | +112.3% |
| 3Y | +273.6% | +77.2% | +196.4% | +201.5% |
| 5Y | +177.7% | +61.0% | +116.7% | +129.3% |
| 10Y | +131.9% | +334.8% | -202.9% | +42.0% |
| All | +3,896.4% | +26,625.2% | -22,728.8% | +1,471.5% |
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