+208.9%
XHB vs CAKE
+155.4%
+53.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.1% |
| 7D | -4.6% | -4.5% | -0.1% | -3.3% |
| 30D | -9.1% | -12.4% | +3.3% | -5.5% |
| 3M | -8.6% | +37.3% | -45.9% | -18.0% |
| 6M | -4.0% | +70.7% | -74.7% | -20.0% |
| YTD | -3.9% | +106.0% | -109.9% | -24.8% |
| 1Y | -16.5% | +79.7% | -96.1% | -31.9% |
| 3Y | +22.6% | +267.8% | -245.2% | -21.9% |
| 5Y | +33.9% | +159.9% | -126.0% | -8.7% |
| All | +208.9% | +155.4% | +53.4% | +68.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling