+152.2%
CAKE vs RJF
+104.0%
+48.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | -4.5% | -2.7% | -1.8% | -3.1% |
| 30D | -12.4% | -4.3% | -8.2% | -10.4% |
| 3M | +37.3% | +15.7% | +21.6% | +26.1% |
| 6M | +70.7% | +17.8% | +52.9% | +54.8% |
| YTD | +106.0% | +9.2% | +96.8% | +94.4% |
| 1Y | +79.7% | +2.8% | +76.9% | +75.0% |
| 3Y | +267.8% | +69.5% | +198.3% | +163.5% |
| All | +152.2% | +104.0% | +48.1% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling