+32.0%
XLP vs CAKE
+168.2%
-136.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -1.4% | -1.1% | -0.4% | -1.3% |
| 30D | -1.3% | +0.4% | -1.7% | -1.4% |
| 3M | +1.8% | +59.9% | -58.1% | -2.9% |
| 6M | -0.8% | +75.1% | -75.9% | -6.4% |
| YTD | +9.5% | +115.0% | -105.5% | +1.2% |
| 1Y | +7.2% | +81.6% | -74.4% | +0.5% |
| 3Y | +27.1% | +279.1% | -252.0% | +9.4% |
| 5Y | +32.0% | +170.6% | -138.6% | +14.7% |
| All | +32.0% | +168.2% | -136.2% | +14.7% |
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