+500.1%
XRT vs CAKE
+412.3%
+87.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.0% |
| 7D | -0.3% | -1.1% | +0.8% | +0.2% |
| 30D | -5.6% | +0.4% | -6.1% | -6.1% |
| 3M | +2.5% | +59.9% | -57.4% | -15.8% |
| 6M | +3.7% | +75.1% | -71.4% | -18.4% |
| YTD | +1.0% | +115.0% | -114.1% | -27.2% |
| 1Y | -1.2% | +81.6% | -82.8% | -24.1% |
| 3Y | +43.4% | +279.1% | -235.7% | -20.3% |
| 5Y | -0.7% | +170.6% | -171.4% | -39.5% |
| 10Y | +123.7% | +160.3% | -36.6% | +15.7% |
| All | +500.1% | +412.3% | +87.7% | +75.4% |
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