+131.6%
CAKE vs DOC
+20.9%
+110.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.7% |
| 7D | -5.2% | +6.5% | -11.7% | -6.3% |
| 30D | -0.2% | +9.2% | -9.4% | -1.7% |
| 3M | -0.2% | -2.5% | +2.3% | 0.0% |
| 6M | +77.5% | +7.1% | +70.4% | +74.7% |
| YTD | +114.1% | +33.0% | +81.1% | +95.6% |
| 1Y | +131.6% | +23.3% | +108.3% | +122.3% |
| All | +131.6% | +20.9% | +110.7% | +122.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling