+151.5%
CAKE vs RBA
+206.5%
-55.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.3% | +0.3% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | -12.4% | -2.9% | -9.5% | -11.7% |
| 3M | +37.3% | -20.9% | +58.3% | +46.7% |
| 6M | +70.7% | -17.7% | +88.4% | +79.5% |
| YTD | +106.0% | -18.2% | +124.2% | +116.4% |
| 1Y | +79.7% | -29.1% | +108.7% | +98.0% |
| 3Y | +267.8% | +29.5% | +238.2% | +224.5% |
| 5Y | +159.9% | +40.2% | +119.7% | +117.1% |
| All | +151.5% | +206.5% | -55.0% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling