+151.5%
CAKE vs RL
+311.3%
-159.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.1% |
| 7D | -4.5% | -3.4% | -1.1% | -2.6% |
| 30D | -12.4% | -14.4% | +2.0% | -4.4% |
| 3M | +37.3% | -13.6% | +50.9% | +48.4% |
| 6M | +70.7% | +0.6% | +70.2% | +66.5% |
| YTD | +106.0% | -3.6% | +109.6% | +104.9% |
| 1Y | +79.7% | +8.3% | +71.3% | +66.1% |
| 3Y | +267.8% | +204.8% | +63.0% | +73.9% |
| 5Y | +159.9% | +232.9% | -73.1% | +12.3% |
| All | +151.5% | +311.3% | -159.8% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling