+508.9%
XLP vs CAKE
+1,562.7%
-1,053.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -1.0% | -4.0% | +3.0% | -0.5% |
| 30D | -0.9% | +2.4% | -3.3% | -1.3% |
| 3M | +3.8% | +69.0% | -65.2% | -3.3% |
| 6M | -1.7% | +69.3% | -71.0% | -8.7% |
| YTD | +10.3% | +115.8% | -105.5% | -0.9% |
| 1Y | +7.8% | +79.3% | -71.6% | -0.9% |
| 3Y | +27.2% | +262.0% | -234.8% | +4.9% |
| 5Y | +32.5% | +165.7% | -133.1% | +11.2% |
| 10Y | +101.8% | +158.9% | -57.1% | +56.1% |
| All | +508.9% | +1,562.7% | -1,053.7% | +242.2% |
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