+79.3%
CAKE vs RRX
+14.9%
+64.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -4.0% | +3.4% | -7.5% | -4.5% |
| 30D | +2.4% | -11.1% | +13.6% | +4.1% |
| 3M | +69.0% | -23.7% | +92.7% | +73.8% |
| 6M | +69.3% | -22.0% | +91.3% | +71.3% |
| YTD | +115.8% | +16.5% | +99.3% | +92.9% |
| 1Y | +79.3% | +11.5% | +67.8% | +58.5% |
| All | +79.3% | +14.9% | +64.5% | +58.5% |
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