+148.4%
CAKE vs RRC
+146.6%
+1.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.4% |
| 7D | -5.6% | -1.2% | -4.5% | -5.4% |
| 30D | -10.5% | +3.0% | -13.5% | -11.0% |
| 3M | +43.6% | +7.3% | +36.4% | +41.9% |
| 6M | +63.0% | +3.6% | +59.5% | +61.3% |
| YTD | +102.9% | +19.4% | +83.5% | +95.3% |
| 1Y | +75.6% | +21.4% | +54.2% | +67.9% |
| 3Y | +257.7% | +32.8% | +225.0% | +230.8% |
| All | +148.4% | +146.6% | +1.8% | +111.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling