+152.2%
CAKE vs RRX
+17.8%
+134.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +0.2% |
| 7D | -4.5% | -0.3% | -4.2% | -4.4% |
| 30D | -12.4% | -6.1% | -6.3% | -10.5% |
| 3M | +37.3% | -23.1% | +60.4% | +47.3% |
| 6M | +70.7% | -19.5% | +90.2% | +76.7% |
| YTD | +106.0% | +16.1% | +89.9% | +80.7% |
| 1Y | +79.7% | +12.9% | +66.7% | +57.8% |
| 3Y | +267.8% | +7.9% | +259.8% | +214.0% |
| All | +152.2% | +17.8% | +134.3% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling