+196.8%
CAKE vs RNG
+302.4%
-105.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.2% |
| 7D | -5.6% | -9.6% | +4.0% | -4.2% |
| 30D | -10.5% | +8.8% | -19.3% | -11.9% |
| 3M | +43.6% | +78.6% | -35.0% | +30.3% |
| 6M | +63.0% | +70.3% | -7.2% | +47.6% |
| YTD | +102.9% | +140.3% | -37.4% | +71.0% |
| 1Y | +75.6% | +126.6% | -51.0% | +49.1% |
| 3Y | +257.7% | +120.2% | +137.5% | +197.0% |
| 5Y | +156.0% | -68.3% | +224.3% | +152.7% |
| 10Y | +150.5% | +220.6% | -70.1% | +75.3% |
| All | +196.8% | +302.4% | -105.6% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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