+1,464.6%
XEL vs CAKE
+3,772.9%
-2,308.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.3% | -0.8% |
| 7D | -1.2% | -5.6% | +4.4% | -0.6% |
| 30D | -2.9% | -10.5% | +7.6% | -1.9% |
| 3M | -2.7% | +43.6% | -46.3% | -6.7% |
| 6M | -6.5% | +63.0% | -69.6% | -11.7% |
| YTD | +3.6% | +102.9% | -99.3% | -4.6% |
| 1Y | +7.5% | +75.6% | -68.1% | +0.4% |
| 3Y | +46.3% | +257.7% | -211.4% | +24.8% |
| 5Y | +30.5% | +156.0% | -125.5% | +13.1% |
| 10Y | +151.4% | +150.5% | +0.9% | +102.6% |
| All | +1,464.6% | +3,772.9% | -2,308.3% | +844.4% |
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