+88.2%
XLRE vs CAKE
+155.4%
-67.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.7% | +0.6% |
| 7D | -1.2% | -4.5% | +3.4% | -0.3% |
| 30D | -2.4% | -12.4% | +10.0% | -0.1% |
| 3M | -2.5% | +37.3% | -39.8% | -8.6% |
| 6M | +4.0% | +70.7% | -66.7% | -6.9% |
| YTD | +9.3% | +106.0% | -96.7% | -5.9% |
| 1Y | +5.6% | +79.7% | -74.1% | -6.9% |
| 3Y | +31.3% | +267.8% | -236.5% | -1.6% |
| 5Y | +9.5% | +159.9% | -150.3% | -14.9% |
| All | +88.2% | +155.4% | -67.2% | +21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling