+3,684.7%
CAKE vs RRC
+2,118.5%
+1,566.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | -4.6% | -1.7% | -2.8% | -4.4% |
| 30D | -6.6% | +3.6% | -10.2% | -7.0% |
| 3M | +52.9% | +8.8% | +44.1% | +51.2% |
| 6M | +65.7% | +0.8% | +65.0% | +65.1% |
| YTD | +107.8% | +19.0% | +88.8% | +102.3% |
| 1Y | +78.5% | +22.9% | +55.6% | +72.6% |
| 3Y | +266.4% | +32.3% | +234.1% | +247.2% |
| 5Y | +159.6% | +151.6% | +8.1% | +120.8% |
| 10Y | +156.6% | +5.5% | +151.1% | +111.5% |
| All | +3,684.7% | +2,118.5% | +1,566.2% | +2,867.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling