-49.9%
VXX vs CAKE
+76.8%
-126.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.7% |
| 7D | -3.5% | -4.0% | +0.5% | -4.7% |
| 30D | -13.6% | +2.4% | -16.0% | -12.6% |
| 3M | -24.6% | +69.0% | -93.6% | -3.3% |
| 6M | -39.9% | +69.3% | -109.2% | -19.9% |
| YTD | -33.1% | +115.8% | -148.8% | +0.5% |
| 1Y | -49.9% | +79.3% | -129.3% | -26.5% |
| All | -49.9% | +76.8% | -126.7% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling