+4,147.4%
CAKE vs DAR
+1,817.4%
+2,330.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.3% | -0.6% |
| 7D | -1.1% | -0.9% | -0.2% | -1.0% |
| 30D | +0.4% | +13.0% | -12.5% | -0.7% |
| 3M | +59.9% | +15.0% | +44.9% | +57.7% |
| 6M | +75.1% | +26.8% | +48.2% | +70.9% |
| YTD | +115.0% | +86.4% | +28.6% | +102.9% |
| 1Y | +81.6% | +115.1% | -33.5% | +68.9% |
| 3Y | +279.1% | +14.6% | +264.5% | +268.6% |
| 5Y | +170.6% | -8.8% | +179.4% | +167.2% |
| 10Y | +160.3% | +356.5% | -196.2% | +129.4% |
| All | +4,147.4% | +1,817.4% | +2,330.0% | +3,513.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling