+262.3%
CAKE vs RRC
+31.5%
+230.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.4% |
| 7D | -5.6% | -1.2% | -4.5% | -5.5% |
| 30D | -10.5% | +3.0% | -13.5% | -10.9% |
| 3M | +43.6% | +7.3% | +36.4% | +42.1% |
| 6M | +63.0% | +3.6% | +59.5% | +61.4% |
| YTD | +102.9% | +19.4% | +83.5% | +95.4% |
| 1Y | +75.6% | +21.4% | +54.2% | +67.8% |
| All | +262.3% | +31.5% | +230.8% | +231.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 3y: compounded portfolio wealth divided by compounded RRC 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…
3y analysis · Full analysis span regression · 6 months rolling