-31.5%
XYL vs CAKE
+147.7%
-179.2%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.7% | +0.3% | +4.0% |
| 7D | +14.5% | +9.1% | +5.4% | +12.6% |
| 30D | -1.3% | +5.8% | -7.2% | -2.5% |
| 3M | -17.0% | +9.3% | -26.3% | -18.6% |
| 6M | -11.3% | +96.1% | -107.4% | -24.3% |
| YTD | -25.0% | +131.4% | -156.4% | -38.3% |
| 1Y | -31.5% | +146.1% | -177.6% | -44.7% |
| All | -31.5% | +147.7% | -179.2% | -44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling