+159.6%
CAKE vs RACE
+87.3%
+72.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.0% |
| 7D | -4.6% | -2.6% | -1.9% | -3.6% |
| 30D | -6.6% | -1.1% | -5.5% | -6.3% |
| 3M | +52.9% | +12.5% | +40.4% | +44.9% |
| 6M | +65.7% | +17.4% | +48.3% | +53.1% |
| YTD | +107.8% | +10.1% | +97.7% | +96.2% |
| 1Y | +78.5% | -15.1% | +93.6% | +88.3% |
| 3Y | +266.4% | +38.9% | +227.5% | +168.0% |
| 5Y | +159.6% | +90.7% | +69.0% | +46.9% |
| All | +159.6% | +87.3% | +72.4% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling