+156.0%
CAKE vs DAR
-6.7%
+162.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.9% |
| 7D | -5.6% | +0.9% | -6.6% | -5.9% |
| 30D | -10.5% | +6.4% | -17.0% | -12.4% |
| 3M | +43.6% | +13.2% | +30.4% | +37.6% |
| 6M | +63.0% | +26.2% | +36.9% | +50.0% |
| YTD | +102.9% | +84.4% | +18.5% | +65.2% |
| 1Y | +75.6% | +112.0% | -36.4% | +35.6% |
| 3Y | +257.7% | +13.4% | +244.4% | +231.7% |
| 5Y | +156.0% | -6.0% | +162.0% | +147.3% |
| All | +156.0% | -6.7% | +162.7% | +147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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