-41.4%
RIG vs CAKE
+2,928.4%
-2,969.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.4% | +1.7% |
| 7D | -4.2% | -5.6% | +1.5% | -2.6% |
| 30D | -0.7% | -10.5% | +9.8% | +2.1% |
| 3M | -4.0% | +43.6% | -47.6% | -14.4% |
| 6M | -6.3% | +63.0% | -69.4% | -20.4% |
| YTD | +39.7% | +102.9% | -63.2% | +11.1% |
| 1Y | +78.1% | +75.6% | +2.5% | +47.0% |
| 3Y | -29.5% | +257.7% | -287.2% | -53.5% |
| 5Y | +65.3% | +156.0% | -90.7% | +14.1% |
| 10Y | -41.3% | +150.5% | -191.8% | -60.9% |
| All | -41.4% | +2,928.4% | -2,969.8% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling