+165.8%
RTX vs CAKE
+152.3%
+13.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.6% |
| 7D | -2.0% | -5.6% | +3.6% | -1.3% |
| 30D | -11.2% | -10.5% | -0.7% | -10.0% |
| 3M | +12.0% | +43.6% | -31.6% | +6.2% |
| 6M | -3.6% | +63.0% | -66.6% | -10.5% |
| YTD | +9.2% | +102.9% | -93.7% | -2.1% |
| 1Y | +29.7% | +75.6% | -45.9% | +18.7% |
| 3Y | +152.0% | +257.7% | -105.8% | +104.4% |
| 5Y | +165.8% | +156.0% | +9.8% | +121.8% |
| All | +165.8% | +152.3% | +13.5% | +121.8% |
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