+152.2%
CAKE vs RGEN
-44.2%
+196.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | -4.5% | -1.4% | -3.1% | -4.2% |
| 30D | -12.4% | -0.3% | -12.1% | -12.5% |
| 3M | +37.3% | +23.9% | +13.5% | +29.8% |
| 6M | +70.7% | +38.5% | +32.2% | +56.5% |
| YTD | +106.0% | +0.8% | +105.2% | +102.5% |
| 1Y | +79.7% | +38.2% | +41.4% | +63.4% |
| 3Y | +267.8% | +1.3% | +266.5% | +244.7% |
| All | +152.2% | -44.2% | +196.4% | +124.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling