+152.2%
CAKE vs DTE
+30.3%
+121.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.9% |
| 7D | -4.5% | -2.6% | -2.0% | -3.8% |
| 30D | -12.4% | -4.4% | -8.0% | -11.3% |
| 3M | +37.3% | -8.3% | +45.7% | +40.7% |
| 6M | +70.7% | -8.1% | +78.8% | +74.4% |
| YTD | +106.0% | +4.4% | +101.6% | +100.7% |
| 1Y | +79.7% | +0.2% | +79.5% | +77.6% |
| 3Y | +267.8% | +42.6% | +225.2% | +217.2% |
| All | +152.2% | +30.3% | +121.9% | +115.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling