+165.8%
XHB vs CAKE
+251.2%
-85.4%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.0% |
| 7D | -4.6% | -4.5% | -0.1% | -2.8% |
| 30D | -9.1% | -12.4% | +3.3% | -4.2% |
| 3M | -8.6% | +37.3% | -45.9% | -21.4% |
| 6M | -4.0% | +70.7% | -74.7% | -25.3% |
| YTD | -3.9% | +106.0% | -109.9% | -31.4% |
| 1Y | -16.5% | +79.7% | -96.1% | -37.0% |
| 3Y | +22.6% | +267.8% | -245.2% | -34.8% |
| 5Y | +33.9% | +159.9% | -126.0% | -21.8% |
| 10Y | +213.0% | +154.3% | +58.7% | +41.6% |
| All | +165.8% | +251.2% | -85.4% | -36.1% |
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