+4.8%
CRBG vs CAKE
+76.5%
-71.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.9% |
| 7D | +0.8% | -4.6% | +5.4% | +1.8% |
| 30D | -1.9% | -6.6% | +4.6% | -0.7% |
| 3M | +23.6% | +52.9% | -29.3% | +9.3% |
| 6M | +36.5% | +65.7% | -29.2% | +16.6% |
| YTD | +14.3% | +107.8% | -93.5% | -9.7% |
| 1Y | +4.8% | +78.5% | -73.7% | -11.0% |
| All | +4.8% | +76.5% | -71.7% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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