+1,994.8%
RSG vs CAKE
+1,930.6%
+64.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | +0.5% |
| 7D | 0.0% | -4.5% | +4.5% | +0.7% |
| 30D | +4.0% | -12.4% | +16.4% | +6.0% |
| 3M | +7.4% | +37.3% | -30.0% | +1.8% |
| 6M | +0.1% | +70.7% | -70.6% | -8.7% |
| YTD | +6.0% | +106.0% | -100.0% | -6.4% |
| 1Y | -3.0% | +79.7% | -82.6% | -12.6% |
| 3Y | +56.5% | +267.8% | -211.3% | +22.5% |
| 5Y | +90.9% | +159.9% | -69.0% | +53.2% |
| 10Y | +428.7% | +154.3% | +274.4% | +283.3% |
| All | +1,994.8% | +1,930.6% | +64.2% | +1,019.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling