+558.9%
RMBS vs CAKE
+155.4%
+403.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.5% |
| 7D | +1.8% | -4.5% | +6.3% | +3.0% |
| 30D | -13.9% | -12.4% | -1.5% | -11.0% |
| 3M | -39.8% | +37.3% | -77.1% | -45.4% |
| 6M | -6.0% | +70.7% | -76.7% | -20.3% |
| YTD | -5.4% | +106.0% | -111.3% | -24.1% |
| 1Y | -1.8% | +79.7% | -81.5% | -18.6% |
| 3Y | +53.7% | +267.8% | -214.1% | +4.9% |
| 5Y | +268.5% | +159.9% | +108.6% | +164.0% |
| All | +558.9% | +155.4% | +403.4% | +323.2% |
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