+152.2%
CAKE vs EXR
-10.8%
+163.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +1.2% |
| 7D | -4.5% | -1.2% | -3.4% | -4.1% |
| 30D | -12.4% | -6.2% | -6.2% | -10.5% |
| 3M | +37.3% | -7.4% | +44.7% | +40.9% |
| 6M | +70.7% | -0.5% | +71.3% | +70.6% |
| YTD | +106.0% | +8.1% | +97.9% | +99.6% |
| 1Y | +79.7% | -2.9% | +82.5% | +80.6% |
| 3Y | +267.8% | +22.9% | +244.8% | +237.4% |
| All | +152.2% | -10.8% | +163.0% | +155.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling