+152.2%
CAKE vs DGX
+66.8%
+85.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.1% |
| 7D | -4.5% | -0.9% | -3.6% | -4.3% |
| 30D | -12.4% | -1.2% | -11.3% | -12.2% |
| 3M | +37.3% | +15.8% | +21.6% | +32.3% |
| 6M | +70.7% | +18.2% | +52.5% | +63.3% |
| YTD | +106.0% | +37.2% | +68.8% | +88.6% |
| 1Y | +79.7% | +30.4% | +49.3% | +66.6% |
| 3Y | +267.8% | +96.7% | +171.1% | +193.3% |
| All | +152.2% | +66.8% | +85.4% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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