-2.6%
XRT vs CAKE
+152.3%
-154.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | +0.1% |
| 7D | -3.6% | -5.6% | +2.0% | -1.3% |
| 30D | -6.7% | -10.5% | +3.8% | -2.8% |
| 3M | -1.4% | +43.6% | -45.0% | -16.0% |
| 6M | +1.7% | +63.0% | -61.3% | -18.5% |
| YTD | -1.5% | +102.9% | -104.4% | -28.6% |
| 1Y | -2.5% | +75.6% | -78.1% | -25.0% |
| 3Y | +39.9% | +257.7% | -217.8% | -24.4% |
| 5Y | -2.6% | +156.0% | -158.6% | -44.9% |
| All | -2.6% | +152.3% | -154.9% | -44.9% |
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