-68.4%
XYZ vs CAKE
+163.4%
-231.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | +1.2% |
| 7D | -3.7% | -4.6% | +0.9% | -0.9% |
| 30D | +0.5% | -6.6% | +7.1% | +4.1% |
| 3M | +16.3% | +52.9% | -36.6% | -14.8% |
| 6M | +21.1% | +65.7% | -44.6% | -16.6% |
| YTD | +22.0% | +107.8% | -85.8% | -29.2% |
| 1Y | +5.2% | +78.5% | -73.3% | -32.6% |
| 3Y | +49.6% | +266.4% | -216.8% | -48.6% |
| 5Y | -68.4% | +159.6% | -228.1% | -87.7% |
| All | -68.4% | +163.4% | -231.9% | -87.7% |
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 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