+1,475.9%
XLK vs CAKE
+1,487.2%
-11.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.9% |
| 7D | +0.2% | -4.5% | +4.7% | +1.4% |
| 30D | -0.6% | -12.4% | +11.8% | +2.5% |
| 3M | +2.6% | +37.3% | -34.8% | -6.2% |
| 6M | +34.0% | +70.7% | -36.8% | +15.4% |
| YTD | +30.7% | +106.0% | -75.3% | +6.9% |
| 1Y | +39.2% | +79.7% | -40.5% | +17.4% |
| 3Y | +120.4% | +267.8% | -147.4% | +51.1% |
| 5Y | +148.8% | +159.9% | -11.1% | +79.8% |
| 10Y | +803.3% | +154.3% | +648.9% | +463.8% |
| All | +1,475.9% | +1,487.2% | -11.4% | +471.0% |
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