+357.1%
CAKE vs RPRX
+53.1%
+304.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.7% | -1.5% |
| 7D | -5.6% | -8.0% | +2.4% | -3.4% |
| 30D | -10.5% | +2.1% | -12.6% | -11.2% |
| 3M | +43.6% | +8.2% | +35.4% | +39.9% |
| 6M | +63.0% | +28.9% | +34.2% | +50.6% |
| YTD | +102.9% | +54.1% | +48.8% | +77.5% |
| 1Y | +75.6% | +65.5% | +10.1% | +49.9% |
| 3Y | +257.7% | +117.3% | +140.4% | +176.8% |
| 5Y | +156.0% | +71.6% | +84.4% | +116.6% |
| All | +357.1% | +53.1% | +304.0% | +279.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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