+79.3%
CAKE vs RJF
+7.8%
+71.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +1.0% |
| 7D | -4.0% | -0.6% | -3.4% | -3.8% |
| 30D | +2.4% | -1.3% | +3.7% | +2.8% |
| 3M | +69.0% | +18.9% | +50.1% | +56.6% |
| 6M | +69.3% | +15.0% | +54.2% | +59.1% |
| YTD | +115.8% | +12.2% | +103.6% | +105.4% |
| 1Y | +79.3% | +5.6% | +73.7% | +70.9% |
| All | +79.3% | +7.8% | +71.5% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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