+139.9%
XLC vs CAKE
+117.2%
+22.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.7% | 0.0% |
| 7D | -1.4% | -4.6% | +3.2% | -0.5% |
| 30D | -0.9% | -6.6% | +5.7% | +0.3% |
| 3M | -0.3% | +52.9% | -53.2% | -8.9% |
| 6M | -5.2% | +65.7% | -70.9% | -15.1% |
| YTD | -5.3% | +107.8% | -113.1% | -19.3% |
| 1Y | -2.8% | +78.5% | -81.3% | -14.8% |
| 3Y | +71.2% | +266.4% | -195.2% | +27.0% |
| 5Y | +37.6% | +159.6% | -122.0% | +6.0% |
| All | +139.9% | +117.2% | +22.7% | +64.8% |
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