+70.3%
XLI vs CAKE
+261.6%
-191.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.5% | +0.8% |
| 7D | -1.7% | -4.5% | +2.9% | -0.8% |
| 30D | -7.3% | -12.4% | +5.2% | -5.0% |
| 3M | -1.3% | +37.3% | -38.7% | -8.1% |
| 6M | +2.2% | +70.7% | -68.5% | -9.6% |
| YTD | +11.7% | +106.0% | -94.3% | -5.8% |
| 1Y | +14.3% | +79.7% | -65.4% | -0.8% |
| 3Y | +70.3% | +267.8% | -197.4% | +24.5% |
| All | +70.3% | +261.6% | -191.3% | +24.5% |
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