+151.5%
CAKE vs DTE
+137.8%
+13.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +2.3% |
| 7D | -4.5% | -2.6% | -2.0% | -3.1% |
| 30D | -12.4% | -4.4% | -8.0% | -10.2% |
| 3M | +37.3% | -8.3% | +45.7% | +43.9% |
| 6M | +70.7% | -8.1% | +78.8% | +77.7% |
| YTD | +106.0% | +4.4% | +101.6% | +97.4% |
| 1Y | +79.7% | +0.2% | +79.5% | +76.4% |
| 3Y | +267.8% | +42.6% | +225.2% | +180.7% |
| 5Y | +159.9% | +31.5% | +128.4% | +103.1% |
| All | +151.5% | +137.8% | +13.7% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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