+3,686.2%
CAKE vs DGX
+8,778.1%
-5,091.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.0% |
| 7D | -4.5% | -0.9% | -3.6% | -4.3% |
| 30D | -12.4% | -1.2% | -11.3% | -12.1% |
| 3M | +37.3% | +15.8% | +21.6% | +31.4% |
| 6M | +70.7% | +18.2% | +52.5% | +62.0% |
| YTD | +106.0% | +37.2% | +68.8% | +86.6% |
| 1Y | +79.7% | +30.4% | +49.3% | +64.9% |
| 3Y | +267.8% | +96.7% | +171.1% | +195.2% |
| 5Y | +159.9% | +67.2% | +92.7% | +117.0% |
| 10Y | +154.3% | +253.9% | -99.6% | +69.3% |
| All | +3,686.2% | +8,778.1% | -5,091.9% | +1,337.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling