+811.7%
XLB vs CAKE
+1,556.9%
-745.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | -0.2% | -1.1% | +0.8% | 0.0% |
| 30D | -1.7% | +0.4% | -2.2% | -2.0% |
| 3M | +4.4% | +59.9% | -55.6% | -7.9% |
| 6M | +5.0% | +75.1% | -70.0% | -9.9% |
| YTD | +15.5% | +115.0% | -99.6% | -6.2% |
| 1Y | +14.9% | +81.6% | -66.7% | -2.9% |
| 3Y | +34.5% | +279.1% | -244.6% | -8.0% |
| 5Y | +36.5% | +170.6% | -134.1% | -2.2% |
| 10Y | +159.6% | +160.3% | -0.7% | +63.1% |
| All | +811.7% | +1,556.9% | -745.2% | +235.4% |
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