+440.1%
CAKE vs XPO
+9,727.5%
-9,287.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -4.5% | -5.7% | +1.1% | -3.7% |
| 30D | -12.4% | -12.8% | +0.4% | -10.7% |
| 3M | +37.3% | -20.0% | +57.3% | +41.5% |
| 6M | +70.7% | -6.0% | +76.8% | +71.5% |
| YTD | +106.0% | +34.0% | +71.9% | +96.3% |
| 1Y | +79.7% | +35.6% | +44.1% | +70.4% |
| 3Y | +267.8% | +152.3% | +115.5% | +216.4% |
| 5Y | +159.9% | +264.4% | -104.5% | +109.4% |
| 10Y | +154.3% | +1,498.6% | -1,344.3% | +80.8% |
| All | +440.1% | +9,727.5% | -9,287.4% | +240.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling