+41.8%
XRT vs CAKE
+261.6%
-219.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.9% |
| 7D | -3.2% | -4.5% | +1.3% | -1.7% |
| 30D | -4.5% | -12.4% | +7.9% | -0.2% |
| 3M | -3.1% | +37.3% | -40.4% | -14.5% |
| 6M | +4.2% | +70.7% | -66.5% | -15.8% |
| YTD | -0.1% | +106.0% | -106.1% | -25.7% |
| 1Y | -3.0% | +79.7% | -82.7% | -24.1% |
| 3Y | +41.8% | +267.8% | -226.0% | -21.7% |
| All | +41.8% | +261.6% | -219.8% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling