+168.6%
CAKE vs DOC
-24.5%
+193.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.1% |
| 7D | -4.0% | -1.5% | -2.5% | -3.4% |
| 30D | +2.4% | -4.8% | +7.2% | +4.4% |
| 3M | +69.0% | +6.9% | +62.1% | +63.7% |
| 6M | +69.3% | +20.7% | +48.5% | +54.3% |
| YTD | +115.8% | +34.1% | +81.6% | +86.7% |
| 1Y | +79.3% | +22.6% | +56.7% | +61.8% |
| 3Y | +262.0% | +20.8% | +241.2% | +226.3% |
| All | +168.6% | -24.5% | +193.1% | +195.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling