+411.2%
XLF vs CAKE
+1,463.4%
-1,052.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.0% | +0.4% |
| 7D | -2.9% | -5.6% | +2.7% | -1.1% |
| 30D | -1.6% | -10.5% | +8.9% | +1.8% |
| 3M | +9.3% | +43.6% | -34.4% | -4.2% |
| 6M | +14.6% | +63.0% | -48.5% | -4.3% |
| YTD | +4.7% | +102.9% | -98.2% | -19.0% |
| 1Y | +8.6% | +75.6% | -67.0% | -12.3% |
| 3Y | +73.9% | +257.7% | -183.9% | +6.3% |
| 5Y | +65.0% | +156.0% | -91.0% | +6.8% |
| 10Y | +250.4% | +150.5% | +99.9% | +90.7% |
| All | +411.2% | +1,463.4% | -1,052.2% | +38.1% |
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