-30.2%
RIG vs CAKE
+261.6%
-291.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.3% | -2.1% |
| 7D | -3.1% | -4.5% | +1.5% | -2.1% |
| 30D | -0.5% | -12.4% | +11.9% | +2.3% |
| 3M | -6.0% | +37.3% | -43.3% | -14.1% |
| 6M | -10.1% | +70.7% | -80.9% | -23.5% |
| YTD | +37.3% | +106.0% | -68.7% | +9.2% |
| 1Y | +73.9% | +79.7% | -5.7% | +44.7% |
| 3Y | -30.2% | +267.8% | -297.9% | -53.9% |
| All | -30.2% | +261.6% | -291.8% | -53.9% |
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