+2.0%
RDW vs CAKE
+183.9%
-181.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -3.0% |
| 7D | +0.9% | -4.5% | +5.4% | +3.0% |
| 30D | -21.3% | -12.4% | -8.8% | -16.5% |
| 3M | -37.9% | +37.3% | -75.2% | -47.9% |
| 6M | +12.3% | +70.7% | -58.5% | -15.9% |
| YTD | +39.7% | +106.0% | -66.2% | -4.7% |
| 1Y | +25.7% | +79.7% | -54.0% | -8.5% |
| 3Y | +230.8% | +267.8% | -36.9% | +84.5% |
| 5Y | -8.8% | +159.9% | -168.7% | -48.4% |
| All | +2.0% | +183.9% | -181.9% | -40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling