+3,651.5%
CAKE vs RJF
+18,118.0%
-14,466.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | -4.5% | -2.7% | -1.8% | -3.4% |
| 30D | -12.4% | -4.3% | -8.2% | -10.8% |
| 3M | +37.3% | +15.7% | +21.6% | +28.6% |
| 6M | +70.7% | +17.8% | +52.9% | +58.4% |
| YTD | +106.0% | +9.2% | +96.8% | +97.2% |
| 1Y | +79.7% | +2.8% | +76.9% | +76.2% |
| 3Y | +267.8% | +69.5% | +198.3% | +188.9% |
| 5Y | +159.9% | +105.9% | +54.0% | +86.6% |
| 10Y | +154.3% | +424.9% | -270.5% | +28.1% |
| All | +3,651.5% | +18,118.0% | -14,466.5% | +499.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling