+162.3%
CAKE vs RACE
+647.6%
-485.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.2% |
| 7D | -4.0% | -2.5% | -1.5% | -3.0% |
| 30D | +2.4% | +0.8% | +1.7% | +1.9% |
| 3M | +69.0% | +17.2% | +51.8% | +57.2% |
| 6M | +69.3% | +13.6% | +55.7% | +58.3% |
| YTD | +115.8% | +12.2% | +103.6% | +101.4% |
| 1Y | +79.3% | -16.3% | +95.6% | +88.5% |
| 3Y | +262.0% | +36.4% | +225.6% | +191.2% |
| 5Y | +165.7% | +95.0% | +70.7% | +77.5% |
| 10Y | +158.9% | +813.2% | -654.3% | +19.7% |
| All | +162.3% | +647.6% | -485.3% | +19.8% |
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