+28.4%
XLY vs CAKE
+157.8%
-129.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.4% |
| 7D | -1.7% | -4.5% | +2.8% | -0.3% |
| 30D | -4.2% | -12.4% | +8.3% | -0.4% |
| 3M | -2.7% | +37.3% | -40.0% | -12.7% |
| 6M | -0.6% | +70.7% | -71.4% | -17.4% |
| YTD | -5.0% | +106.0% | -111.0% | -26.2% |
| 1Y | -4.1% | +79.7% | -83.7% | -22.3% |
| 3Y | +33.6% | +267.8% | -234.2% | -18.1% |
| All | +28.4% | +157.8% | -129.4% | -17.8% |
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