+90.0%
RSG vs CAKE
+157.8%
-67.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | +0.7% |
| 7D | 0.0% | -4.5% | +4.5% | +0.2% |
| 30D | +4.0% | -12.4% | +16.4% | +4.6% |
| 3M | +7.4% | +37.3% | -30.0% | +5.5% |
| 6M | +0.1% | +70.7% | -70.6% | -2.9% |
| YTD | +6.0% | +106.0% | -100.0% | +1.6% |
| 1Y | -3.0% | +79.7% | -82.6% | -6.3% |
| 3Y | +56.5% | +267.8% | -211.3% | +42.9% |
| All | +90.0% | +157.8% | -67.8% | +72.6% |
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