+169.4%
XLV vs CAKE
+155.4%
+14.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.4% |
| 7D | -3.6% | -4.5% | +1.0% | -3.0% |
| 30D | -1.8% | -12.4% | +10.6% | -0.3% |
| 3M | +7.8% | +37.3% | -29.6% | +3.2% |
| 6M | +9.1% | +70.7% | -61.6% | +1.4% |
| YTD | +7.7% | +106.0% | -98.2% | -2.4% |
| 1Y | +20.4% | +79.7% | -59.2% | +10.8% |
| 3Y | +30.8% | +267.8% | -237.0% | +8.3% |
| 5Y | +34.6% | +159.9% | -125.3% | +13.9% |
| All | +169.4% | +155.4% | +14.0% | +95.4% |
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 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