+166.8%
CAKE vs RACE
+649.8%
-483.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.2% |
| 7D | +2.5% | -1.2% | +3.7% | +3.0% |
| 30D | -3.1% | +6.1% | -9.2% | -5.3% |
| 3M | -2.2% | -0.3% | -1.9% | -2.2% |
| 6M | +94.1% | +23.4% | +70.6% | +75.8% |
| YTD | +119.4% | +12.5% | +106.9% | +104.7% |
| 1Y | +141.4% | -0.5% | +141.8% | +137.3% |
| 3Y | +273.6% | +23.6% | +250.0% | +216.4% |
| 5Y | +177.7% | +65.4% | +112.2% | +99.2% |
| 10Y | +131.9% | +715.5% | -583.6% | +9.4% |
| All | +166.8% | +649.8% | -483.0% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling