+146.1%
CAKE vs RRX
+30.0%
+116.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.6% | +8.3% | +5.1% |
| 7D | +9.1% | +7.6% | +1.5% | +8.0% |
| 30D | +5.8% | +7.5% | -1.7% | +4.7% |
| 3M | +9.3% | -21.0% | +30.4% | +12.3% |
| 6M | +96.1% | -18.1% | +114.2% | +97.7% |
| YTD | +131.4% | +24.3% | +107.2% | +97.5% |
| 1Y | +146.1% | +29.3% | +116.8% | +106.1% |
| All | +146.1% | +30.0% | +116.1% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling