+151.5%
CAKE vs EXR
+151.8%
-0.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +1.1% |
| 7D | -4.5% | -1.2% | -3.4% | -4.0% |
| 30D | -12.4% | -6.2% | -6.2% | -10.0% |
| 3M | +37.3% | -7.4% | +44.7% | +41.8% |
| 6M | +70.7% | -0.5% | +71.3% | +70.5% |
| YTD | +106.0% | +8.1% | +97.9% | +97.8% |
| 1Y | +79.7% | -2.9% | +82.5% | +81.0% |
| 3Y | +267.8% | +22.9% | +244.8% | +224.2% |
| 5Y | +159.9% | -10.2% | +170.1% | +154.3% |
| All | +151.5% | +151.8% | -0.3% | +60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling