+3,485.3%
CAKE vs RL
+1,517.3%
+1,968.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.2% |
| 7D | +2.5% | +2.6% | -0.1% | +1.4% |
| 30D | -3.1% | +2.9% | -6.0% | -4.2% |
| 3M | -2.2% | 0.0% | -2.2% | -2.2% |
| 6M | +94.1% | +17.1% | +77.0% | +80.2% |
| YTD | +119.4% | +10.1% | +109.3% | +107.5% |
| 1Y | +141.4% | +17.3% | +124.1% | +122.0% |
| 3Y | +273.6% | +249.3% | +24.2% | +111.3% |
| 5Y | +177.7% | +240.9% | -63.2% | +57.0% |
| 10Y | +131.9% | +337.3% | -205.4% | +15.1% |
| All | +3,485.3% | +1,517.3% | +1,968.0% | +879.9% |
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