+117.5%
CAKE vs DOC
+21.5%
+96.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.5% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | -5.2% | +6.6% | -11.8% | -8.5% |
| 3M | -9.2% | -1.1% | -8.1% | -8.8% |
| 6M | +76.6% | +4.8% | +71.8% | +70.8% |
| YTD | +113.6% | +32.1% | +81.5% | +78.1% |
| 1Y | +134.3% | +21.9% | +112.5% | +104.7% |
| 3Y | +271.2% | +51.4% | +219.7% | +177.8% |
| 5Y | +170.3% | -21.2% | +191.4% | +195.2% |
| All | +117.5% | +21.5% | +96.0% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling