-12.2%
XYL vs CAKE
+72.3%
-84.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.6% |
| 7D | +0.8% | -4.6% | +5.4% | +1.4% |
| 30D | -10.8% | -6.6% | -4.3% | -10.1% |
| 3M | -2.5% | +52.9% | -55.5% | -9.4% |
| 6M | -12.2% | +65.7% | -77.9% | -20.1% |
| All | -12.2% | +72.3% | -84.5% | -20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling