+159.8%
XLB vs CAKE
+155.4%
+4.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | 0.0% |
| 7D | -2.8% | -4.5% | +1.7% | -1.9% |
| 30D | -3.1% | -12.4% | +9.3% | -0.3% |
| 3M | -0.2% | +37.3% | -37.5% | -7.5% |
| 6M | +3.1% | +70.7% | -67.7% | -9.5% |
| YTD | +13.3% | +106.0% | -92.7% | -4.9% |
| 1Y | +12.0% | +79.7% | -67.6% | -3.3% |
| 3Y | +31.4% | +267.8% | -236.4% | -5.6% |
| 5Y | +33.9% | +159.9% | -126.0% | +0.5% |
| All | +159.8% | +155.4% | +4.4% | +62.6% |
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