+93.1%
EXPE vs CAKE
+152.3%
-59.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +3.9% | +2.7% |
| 7D | -8.7% | -5.6% | -3.0% | -6.2% |
| 30D | -13.6% | -10.5% | -3.1% | -9.2% |
| 3M | +26.6% | +43.6% | -17.0% | +5.3% |
| 6M | +19.9% | +63.0% | -43.1% | -7.1% |
| YTD | -1.7% | +102.9% | -104.6% | -32.9% |
| 1Y | +29.4% | +75.6% | -46.2% | -5.2% |
| 3Y | +155.7% | +257.7% | -102.1% | +19.1% |
| 5Y | +93.1% | +156.0% | -62.9% | +4.5% |
| All | +93.1% | +152.3% | -59.2% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling