+122.9%
CAKE vs VSXY
+37.5%
+85.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +1.0% |
| 7D | -4.5% | +0.1% | -4.7% | -4.6% |
| 30D | -12.4% | -18.7% | +6.2% | -9.4% |
| 3M | +37.3% | -4.0% | +41.3% | +37.5% |
| 6M | +70.7% | +67.5% | +3.2% | +49.9% |
| YTD | +106.0% | +39.7% | +66.3% | +86.2% |
| 1Y | +79.7% | +180.0% | -100.3% | +38.6% |
| 3Y | +267.8% | +337.3% | -69.5% | +132.2% |
| 5Y | +159.9% | +22.7% | +137.2% | +99.4% |
| All | +122.9% | +37.5% | +85.4% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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