+30.9%
XLB vs CAKE
+256.2%
-225.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.1% | -0.8% |
| 7D | -3.5% | -5.6% | +2.1% | -2.4% |
| 30D | -4.7% | -10.5% | +5.9% | -2.7% |
| 3M | +2.7% | +43.6% | -40.9% | -5.2% |
| 6M | +2.6% | +63.0% | -60.4% | -8.2% |
| YTD | +12.8% | +102.9% | -90.0% | -4.4% |
| 1Y | +14.0% | +75.6% | -61.7% | -0.5% |
| All | +30.9% | +256.2% | -225.3% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling