+146.1%
CAKE vs RACE
+10.6%
+135.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.3% | +0.4% | +4.2% |
| 7D | +9.1% | +9.9% | -0.8% | +8.1% |
| 30D | +5.8% | +12.8% | -7.0% | +4.6% |
| 3M | +9.3% | +7.4% | +2.0% | +8.4% |
| 6M | +96.1% | +27.6% | +68.5% | +91.0% |
| YTD | +131.4% | +18.4% | +113.1% | +132.1% |
| 1Y | +146.1% | +9.5% | +136.5% | +155.5% |
| All | +146.1% | +10.6% | +135.5% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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