+239.4%
XME vs CAKE
+395.1%
-155.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.7% | +0.6% |
| 7D | -0.2% | -4.6% | +4.3% | +1.5% |
| 30D | +1.4% | -6.6% | +8.0% | +3.6% |
| 3M | +2.7% | +52.9% | -50.2% | -13.6% |
| 6M | +6.5% | +65.7% | -59.2% | -13.8% |
| YTD | +15.2% | +107.8% | -92.6% | -14.6% |
| 1Y | +43.5% | +78.5% | -35.0% | +12.0% |
| 3Y | +135.9% | +266.4% | -130.5% | +35.1% |
| 5Y | +181.5% | +159.6% | +21.8% | +72.8% |
| 10Y | +436.9% | +156.6% | +280.3% | +171.0% |
| All | +239.4% | +395.1% | -155.7% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling