-99.0%
VXX vs CAKE
+149.1%
-248.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -3.5% |
| 7D | +2.0% | -4.5% | +6.5% | -0.4% |
| 30D | -7.1% | -12.4% | +5.3% | -13.2% |
| 3M | -28.6% | +37.3% | -66.0% | -15.1% |
| 6M | -44.0% | +70.7% | -114.7% | -23.6% |
| YTD | -31.7% | +106.0% | -137.7% | +4.7% |
| 1Y | -46.3% | +79.7% | -126.0% | -22.8% |
| 3Y | -78.3% | +267.8% | -346.0% | -48.0% |
| 5Y | -95.8% | +159.9% | -255.7% | -90.5% |
| All | -99.0% | +149.1% | -248.1% | -96.0% |
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