+3,595.2%
CAKE vs RVTY
+1,642.0%
+1,953.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | 0.0% | -1.7% |
| 7D | -5.6% | -7.4% | +1.8% | -3.5% |
| 30D | -10.5% | +4.5% | -15.0% | -11.7% |
| 3M | +43.6% | +19.5% | +24.2% | +36.1% |
| 6M | +63.0% | +34.1% | +28.9% | +49.0% |
| YTD | +102.9% | +25.3% | +77.6% | +88.2% |
| 1Y | +75.6% | +47.0% | +28.6% | +55.4% |
| 3Y | +257.7% | +14.1% | +243.6% | +233.2% |
| 5Y | +156.0% | -34.6% | +190.6% | +173.7% |
| 10Y | +150.5% | +136.0% | +14.6% | +84.9% |
| All | +3,595.2% | +1,642.0% | +1,953.2% | +1,532.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling