+3,425.4%
CAKE vs RL
+1,366.2%
+2,059.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.7% | -0.5% |
| 7D | -4.0% | -0.8% | -3.2% | -3.7% |
| 30D | +2.4% | -7.8% | +10.2% | +5.9% |
| 3M | +69.0% | -4.0% | +73.0% | +71.3% |
| 6M | +69.3% | -1.9% | +71.2% | +68.4% |
| YTD | +115.8% | -0.2% | +115.9% | +112.5% |
| 1Y | +79.3% | +10.7% | +68.7% | +68.6% |
| 3Y | +262.0% | +210.8% | +51.3% | +114.8% |
| 5Y | +165.7% | +238.2% | -72.6% | +50.5% |
| 10Y | +158.9% | +313.4% | -154.5% | +31.8% |
| All | +3,425.4% | +1,366.2% | +2,059.3% | +903.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling