-6.1%
RDW vs CAKE
+157.8%
-163.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -3.2% |
| 7D | +0.9% | -4.5% | +5.4% | +3.5% |
| 30D | -21.3% | -12.4% | -8.8% | -15.4% |
| 3M | -37.9% | +37.3% | -75.2% | -50.0% |
| 6M | +12.3% | +70.7% | -58.5% | -21.4% |
| YTD | +39.7% | +106.0% | -66.2% | -13.1% |
| 1Y | +25.7% | +79.7% | -54.0% | -15.2% |
| 3Y | +230.8% | +267.8% | -36.9% | +55.2% |
| All | -6.1% | +157.8% | -163.9% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling