+8.9%
XLRE vs CAKE
+157.8%
-148.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.7% | +0.6% |
| 7D | -1.2% | -4.5% | +3.4% | -0.4% |
| 30D | -2.4% | -12.4% | +10.0% | -0.4% |
| 3M | -2.5% | +37.3% | -39.8% | -8.1% |
| 6M | +4.0% | +70.7% | -66.7% | -6.0% |
| YTD | +9.3% | +106.0% | -96.7% | -4.7% |
| 1Y | +5.6% | +79.7% | -74.1% | -5.8% |
| 3Y | +31.3% | +267.8% | -236.5% | +0.1% |
| All | +8.9% | +157.8% | -148.9% | -16.4% |
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