+175.0%
CAKE vs RBA
+45.7%
+129.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.5% |
| 7D | +2.5% | +1.7% | +0.7% | +2.0% |
| 30D | -3.1% | +8.3% | -11.4% | -5.3% |
| 3M | -2.2% | +10.5% | -12.8% | -5.3% |
| 6M | +94.1% | -5.9% | +99.9% | +94.9% |
| YTD | +119.4% | -6.9% | +126.3% | +120.4% |
| 1Y | +141.4% | -4.9% | +146.2% | +140.6% |
| 3Y | +273.6% | +64.5% | +209.1% | +211.2% |
| All | +175.0% | +45.7% | +129.3% | +140.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling