+3,944.1%
CAKE vs DOC
+1,337.0%
+2,607.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.8% | -3.9% |
| 7D | -2.1% | +6.2% | -8.4% | -4.7% |
| 30D | +2.3% | +6.5% | -4.2% | -0.6% |
| 3M | +5.4% | -6.2% | +11.6% | +8.2% |
| 6M | +82.5% | +25.6% | +56.9% | +62.0% |
| YTD | +122.0% | +32.1% | +90.0% | +92.0% |
| 1Y | +133.9% | +20.3% | +113.6% | +111.0% |
| 3Y | +281.7% | +42.7% | +238.9% | +213.7% |
| 5Y | +167.1% | -22.2% | +189.2% | +185.2% |
| 10Y | +162.6% | +16.5% | +146.1% | +131.8% |
| All | +3,944.1% | +1,337.0% | +2,607.0% | +1,312.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling