+63.0%
CAKE vs XPO
-6.0%
+69.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.3% | -2.2% |
| 7D | -5.6% | -1.3% | -4.3% | -5.4% |
| 30D | -10.5% | -10.4% | -0.2% | -8.9% |
| 3M | +43.6% | -15.7% | +59.3% | +48.1% |
| 6M | +63.0% | -6.3% | +69.4% | +56.8% |
| All | +63.0% | -6.0% | +69.1% | +56.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling