+148.4%
CAKE vs RVTY
-34.9%
+183.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | 0.0% | -1.5% |
| 7D | -5.6% | -7.4% | +1.8% | -3.0% |
| 30D | -10.5% | +4.5% | -15.0% | -12.1% |
| 3M | +43.6% | +19.5% | +24.2% | +34.0% |
| 6M | +63.0% | +34.1% | +28.9% | +44.7% |
| YTD | +102.9% | +25.3% | +77.6% | +83.5% |
| 1Y | +75.6% | +47.0% | +28.6% | +49.0% |
| 3Y | +257.7% | +14.1% | +243.6% | +225.4% |
| All | +148.4% | -34.9% | +183.3% | +169.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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