+226.0%
XLE vs CAKE
+152.3%
+73.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.3% |
| 7D | +0.5% | -5.6% | +6.1% | +1.2% |
| 30D | +6.6% | -10.5% | +17.1% | +7.9% |
| 3M | +12.3% | +43.6% | -31.4% | +6.7% |
| 6M | +18.4% | +63.0% | -44.7% | +10.3% |
| YTD | +47.2% | +102.9% | -55.7% | +32.4% |
| 1Y | +50.3% | +75.6% | -25.4% | +37.9% |
| 3Y | +55.3% | +257.7% | -202.4% | +27.1% |
| 5Y | +226.0% | +156.0% | +70.0% | +174.9% |
| All | +226.0% | +152.3% | +73.6% | +174.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling