+2,214.0%
CAKE vs RBA
+4,075.0%
-1,861.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.2% |
| 3M | -2.2% | +10.5% | -12.8% | -5.1% |
| 6M | +94.1% | -5.9% | +99.9% | +95.0% |
| YTD | +119.4% | -6.9% | +126.3% | +120.7% |
| 1Y | +141.4% | -4.9% | +146.2% | +141.2% |
| 3Y | +273.6% | +64.5% | +209.1% | +218.9% |
| 5Y | +177.7% | +46.1% | +131.6% | +139.5% |
| 10Y | +131.9% | +208.2% | -76.4% | +58.6% |
| All | +2,214.0% | +4,075.0% | -1,861.0% | +917.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling