+146.1%
CAKE vs XPO
+38.8%
+107.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +5.1% |
| 7D | +9.1% | +3.5% | +5.6% | +8.1% |
| 30D | +5.8% | +2.8% | +3.0% | +5.0% |
| 3M | +9.3% | -7.5% | +16.8% | +11.3% |
| 6M | +96.1% | -5.9% | +102.1% | +96.6% |
| YTD | +131.4% | +38.4% | +93.1% | +98.0% |
| 1Y | +146.1% | +33.7% | +112.4% | +111.4% |
| All | +146.1% | +38.8% | +107.3% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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