-1.8%
RMBS vs CAKE
+78.0%
-79.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.8% |
| 7D | +1.8% | -4.5% | +6.3% | +2.1% |
| 30D | -13.9% | -12.4% | -1.5% | -13.2% |
| 3M | -39.8% | +37.3% | -77.1% | -42.2% |
| 6M | -6.0% | +70.7% | -76.7% | -14.6% |
| YTD | -5.4% | +106.0% | -111.3% | -15.2% |
| 1Y | -1.8% | +79.7% | -81.5% | -10.9% |
| All | -1.8% | +78.0% | -79.8% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling