+79.3%
CAKE vs RGEN
+45.2%
+34.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | -4.0% | -4.9% | +0.9% | -3.3% |
| 30D | +2.4% | +5.7% | -3.2% | +1.3% |
| 3M | +69.0% | +32.4% | +36.5% | +59.2% |
| 6M | +69.3% | +33.2% | +36.1% | +58.3% |
| YTD | +115.8% | +2.3% | +113.5% | +110.2% |
| 1Y | +79.3% | +39.0% | +40.4% | +71.6% |
| All | +79.3% | +45.2% | +34.1% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling