+122.7%
CRBG vs CAKE
+261.6%
-138.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.0% |
| 7D | +0.6% | -4.5% | +5.1% | +1.9% |
| 30D | +2.6% | -12.4% | +15.1% | +6.4% |
| 3M | +24.0% | +37.3% | -13.3% | +11.3% |
| 6M | +50.5% | +70.7% | -20.2% | +25.1% |
| YTD | +17.1% | +106.0% | -88.8% | -8.9% |
| 1Y | +5.9% | +79.7% | -73.8% | -14.1% |
| 3Y | +122.7% | +267.8% | -145.0% | +57.9% |
| All | +122.7% | +261.6% | -138.9% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling