+779.7%
EXPE vs CAKE
+294.3%
+485.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.3% | -7.5% | -7.7% |
| 7D | -9.8% | -1.1% | -8.7% | -9.3% |
| 30D | -11.5% | +0.4% | -11.9% | -11.8% |
| 3M | +21.7% | +59.9% | -38.2% | -1.2% |
| 6M | +10.4% | +75.1% | -64.7% | -14.4% |
| YTD | -2.5% | +115.0% | -117.6% | -31.5% |
| 1Y | +27.3% | +81.6% | -54.3% | -4.1% |
| 3Y | +153.5% | +279.1% | -125.6% | +34.3% |
| 5Y | +91.1% | +170.6% | -79.6% | +14.0% |
| 10Y | +153.1% | +160.3% | -7.2% | +27.6% |
| All | +779.7% | +294.3% | +485.4% | +138.5% |
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 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