+423.0%
CAKE vs EXR
+2,590.4%
-2,167.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.8% | -2.1% |
| 7D | -4.6% | -3.1% | -1.5% | -3.1% |
| 30D | -6.6% | -7.5% | +1.0% | -2.9% |
| 3M | +52.9% | -7.5% | +60.4% | +58.7% |
| 6M | +65.7% | -5.2% | +70.9% | +69.4% |
| YTD | +107.8% | +6.5% | +101.3% | +99.9% |
| 1Y | +78.5% | -2.0% | +80.5% | +79.2% |
| 3Y | +266.4% | +21.5% | +244.8% | +218.8% |
| 5Y | +159.6% | -11.5% | +171.1% | +154.4% |
| 10Y | +156.6% | +148.0% | +8.6% | +42.3% |
| All | +423.0% | +2,590.4% | -2,167.4% | -23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling