+2,189.3%
TRGP vs CAKE
+301.6%
+1,887.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +0.9% |
| 7D | -0.6% | -5.6% | +5.1% | +1.2% |
| 30D | +10.0% | -10.5% | +20.5% | +13.4% |
| 3M | +7.6% | +43.6% | -36.0% | -4.7% |
| 6M | +26.8% | +63.0% | -36.3% | +7.1% |
| YTD | +60.6% | +102.9% | -42.3% | +25.9% |
| 1Y | +82.5% | +75.6% | +6.8% | +49.0% |
| 3Y | +265.0% | +257.7% | +7.3% | +129.1% |
| 5Y | +645.9% | +156.0% | +489.9% | +395.7% |
| 10Y | +850.6% | +150.5% | +700.1% | +457.6% |
| All | +2,189.3% | +301.6% | +1,887.7% | +921.2% |
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 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