+151.5%
CAKE vs RGEN
+415.7%
-264.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | -4.5% | -1.4% | -3.1% | -4.3% |
| 30D | -12.4% | -0.3% | -12.1% | -12.5% |
| 3M | +37.3% | +23.9% | +13.5% | +31.2% |
| 6M | +70.7% | +38.5% | +32.2% | +59.1% |
| YTD | +106.0% | +0.8% | +105.2% | +103.2% |
| 1Y | +79.7% | +38.2% | +41.4% | +66.5% |
| 3Y | +267.8% | +1.3% | +266.5% | +248.8% |
| 5Y | +159.9% | -44.0% | +203.9% | +156.9% |
| All | +151.5% | +415.7% | -264.2% | +62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling