+494.1%
CAKE vs RCAT
-100.0%
+594.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.5% | +3.1% | -3.4% |
| 7D | -4.6% | -2.3% | -2.3% | -4.6% |
| 30D | -6.6% | -18.7% | +12.1% | -6.6% |
| 3M | +52.9% | -29.3% | +82.2% | +52.9% |
| 6M | +65.7% | -42.3% | +108.1% | +65.8% |
| YTD | +107.8% | +2.5% | +105.3% | +107.8% |
| 1Y | +78.5% | -5.7% | +84.2% | +78.4% |
| 3Y | +266.4% | +764.9% | -498.5% | +266.3% |
| 5Y | +159.6% | +182.3% | -22.7% | +159.5% |
| 10Y | +156.6% | -98.5% | +255.1% | +162.6% |
| All | +494.1% | -100.0% | +594.1% | +532.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling