-4.8%
RMBS vs CAKE
+63.9%
-68.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.3% | -2.6% |
| 7D | +1.2% | -5.6% | +6.8% | +1.1% |
| 30D | -11.5% | -10.5% | -1.0% | -11.6% |
| 3M | -38.2% | +43.6% | -81.8% | -40.1% |
| 6M | -4.8% | +63.0% | -67.8% | -12.2% |
| All | -4.8% | +63.9% | -68.7% | -12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling