+262.3%
CAKE vs RCAT
+733.0%
-470.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.7% | -2.3% |
| 7D | -5.6% | -5.4% | -0.2% | -5.4% |
| 30D | -10.5% | -24.2% | +13.7% | -9.7% |
| 3M | +43.6% | -25.8% | +69.5% | +44.8% |
| 6M | +63.0% | -44.9% | +108.0% | +65.0% |
| YTD | +102.9% | +1.9% | +101.0% | +98.5% |
| 1Y | +75.6% | -5.2% | +80.8% | +71.0% |
| All | +262.3% | +733.0% | -470.7% | +224.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 3y: compounded portfolio wealth divided by compounded RCAT 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…
3y analysis · Full analysis span regression · 6 months rolling