+3,684.7%
CAKE vs RGEN
+1,367.1%
+2,317.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -3.3% |
| 7D | -4.6% | -4.6% | 0.0% | -4.4% |
| 30D | -6.6% | +1.2% | -7.7% | -6.6% |
| 3M | +52.9% | +26.8% | +26.1% | +51.2% |
| 6M | +65.7% | +29.1% | +36.7% | +63.7% |
| YTD | +107.8% | +0.7% | +107.1% | +107.2% |
| 1Y | +78.5% | +39.1% | +39.4% | +75.5% |
| 3Y | +266.4% | +2.2% | +264.1% | +262.4% |
| 5Y | +159.6% | -44.0% | +203.6% | +160.3% |
| 10Y | +156.6% | +412.7% | -256.1% | +138.9% |
| All | +3,684.7% | +1,367.1% | +2,317.6% | +3,485.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling