+562.7%
XLP vs CAKE
+1,599.5%
-1,036.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -0.5% | -4.7% | +4.2% | +0.1% |
| 30D | +8.3% | +0.9% | +7.5% | +8.1% |
| 3M | +8.7% | -2.7% | +11.4% | +8.8% |
| 6M | +11.2% | +81.2% | -70.0% | +2.4% |
| YTD | +20.0% | +120.6% | -100.6% | +7.4% |
| 1Y | +21.3% | +142.7% | -121.4% | +7.1% |
| 3Y | +43.8% | +283.3% | -239.5% | +17.7% |
| 5Y | +43.3% | +178.1% | -134.8% | +19.6% |
| 10Y | +136.8% | +133.1% | +3.7% | +85.8% |
| All | +562.7% | +1,599.5% | -1,036.8% | +270.8% |
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