+86.6%
XOP vs CAKE
+395.1%
-308.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +3.9% | +1.7% |
| 7D | +1.0% | -4.6% | +5.5% | +2.6% |
| 30D | +10.8% | -6.6% | +17.4% | +13.1% |
| 3M | +19.5% | +52.9% | -33.5% | +1.7% |
| 6M | +21.6% | +65.7% | -44.2% | -0.6% |
| YTD | +55.8% | +107.8% | -52.0% | +16.7% |
| 1Y | +54.6% | +78.5% | -23.8% | +21.6% |
| 3Y | +36.6% | +266.4% | -229.7% | -20.8% |
| 5Y | +160.6% | +159.6% | +1.0% | +61.0% |
| 10Y | +56.2% | +156.6% | -100.4% | -16.8% |
| All | +86.6% | +395.1% | -308.5% | -45.7% |
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 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