+79.3%
CAKE vs EXR
+1.1%
+78.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.0% |
| 7D | -4.0% | -2.6% | -1.4% | -2.8% |
| 30D | +2.4% | -7.2% | +9.6% | +6.2% |
| 3M | +69.0% | -3.5% | +72.5% | +71.4% |
| 6M | +69.3% | -5.3% | +74.6% | +73.8% |
| YTD | +115.8% | +9.4% | +106.4% | +96.0% |
| 1Y | +79.3% | +1.3% | +78.0% | +74.2% |
| All | +79.3% | +1.1% | +78.3% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1y: compounded portfolio wealth divided by compounded EXR 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…
1y analysis · Full analysis span regression · 6 months rolling