+135.9%
XLU vs CAKE
+155.4%
-19.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | -1.6% | -4.5% | +2.9% | -1.0% |
| 30D | -3.3% | -12.4% | +9.1% | -1.8% |
| 3M | -3.2% | +37.3% | -40.5% | -7.4% |
| 6M | -7.0% | +70.7% | -77.7% | -13.8% |
| YTD | +0.6% | +106.0% | -105.4% | -9.3% |
| 1Y | +2.4% | +79.7% | -77.2% | -6.1% |
| 3Y | +46.3% | +267.8% | -221.5% | +19.3% |
| 5Y | +44.0% | +159.9% | -115.9% | +20.3% |
| All | +135.9% | +155.4% | -19.5% | +61.7% |
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 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