+1,097.3%
XLI vs CAKE
+1,487.2%
-389.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.5% | +0.7% |
| 7D | -1.7% | -4.5% | +2.9% | -0.5% |
| 30D | -7.3% | -12.4% | +5.2% | -4.2% |
| 3M | -1.3% | +37.3% | -38.7% | -9.9% |
| 6M | +2.2% | +70.7% | -68.5% | -12.1% |
| YTD | +11.7% | +106.0% | -94.3% | -8.9% |
| 1Y | +14.3% | +79.7% | -65.4% | -3.8% |
| 3Y | +70.3% | +267.8% | -197.4% | +15.9% |
| 5Y | +82.3% | +159.9% | -77.6% | +30.2% |
| 10Y | +258.4% | +154.3% | +104.1% | +124.0% |
| All | +1,097.3% | +1,487.2% | -389.9% | +345.1% |
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