+174.8%
EXE vs CAKE
+131.6%
+43.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.2% |
| 7D | -2.7% | -4.6% | +1.8% | -2.1% |
| 30D | -0.4% | -6.6% | +6.2% | +0.4% |
| 3M | +9.5% | +52.9% | -43.4% | +3.3% |
| 6M | -9.3% | +65.7% | -75.1% | -15.6% |
| YTD | -10.9% | +107.8% | -118.7% | -20.0% |
| 1Y | +4.3% | +78.5% | -74.2% | -4.3% |
| 3Y | +18.8% | +266.4% | -247.6% | -4.3% |
| 5Y | +101.4% | +159.6% | -58.2% | +65.7% |
| All | +174.8% | +131.6% | +43.2% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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