+12.0%
XLB vs CAKE
+78.0%
-66.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | -2.8% | -4.5% | +1.7% | -2.3% |
| 30D | -3.1% | -12.4% | +9.3% | -1.5% |
| 3M | -0.2% | +37.3% | -37.5% | -4.8% |
| 6M | +3.1% | +70.7% | -67.7% | -5.6% |
| YTD | +13.3% | +106.0% | -92.7% | -1.6% |
| 1Y | +12.0% | +79.7% | -67.6% | -2.3% |
| All | +12.0% | +78.0% | -66.0% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling