+156.0%
CAKE vs RBA
+36.6%
+119.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | -5.6% | -3.3% | -2.3% | -4.7% |
| 30D | -10.5% | -9.8% | -0.7% | -7.9% |
| 3M | +43.6% | -23.5% | +67.1% | +54.0% |
| 6M | +63.0% | -21.5% | +84.6% | +73.1% |
| YTD | +102.9% | -21.2% | +124.1% | +114.4% |
| 1Y | +75.6% | -30.2% | +105.8% | +92.8% |
| 3Y | +257.7% | +25.3% | +232.4% | +221.7% |
| 5Y | +156.0% | +35.1% | +120.9% | +134.3% |
| All | +156.0% | +36.6% | +119.4% | +134.3% |
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