+8,342.0%
SPXL vs CAKE
+1,393.3%
+6,948.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.5% | -0.1% |
| 7D | -6.0% | -5.6% | -0.4% | -2.1% |
| 30D | -5.8% | -10.5% | +4.7% | +1.1% |
| 3M | +10.9% | +43.6% | -32.8% | -17.7% |
| 6M | +31.9% | +63.0% | -31.1% | -12.1% |
| YTD | +25.8% | +102.9% | -77.1% | -29.3% |
| 1Y | +39.8% | +75.6% | -35.9% | -13.8% |
| 3Y | +219.9% | +257.7% | -37.9% | +11.4% |
| 5Y | +141.1% | +156.0% | -14.9% | +1.7% |
| 10Y | +1,223.7% | +150.5% | +1,073.1% | +300.6% |
| All | +8,342.0% | +1,393.3% | +6,948.7% | +305.9% |
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