+266.8%
RMBS vs CAKE
+157.8%
+109.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.4% |
| 7D | +1.8% | -4.5% | +6.3% | +3.3% |
| 30D | -13.9% | -12.4% | -1.5% | -10.4% |
| 3M | -39.8% | +37.3% | -77.1% | -46.7% |
| 6M | -6.0% | +70.7% | -76.7% | -23.6% |
| YTD | -5.4% | +106.0% | -111.3% | -28.4% |
| 1Y | -1.8% | +79.7% | -81.5% | -22.4% |
| 3Y | +53.7% | +267.8% | -214.1% | -5.1% |
| All | +266.8% | +157.8% | +109.0% | +131.2% |
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 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