+70.7%
CAKE vs DTE
-8.7%
+79.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.4% |
| 7D | -4.5% | -2.6% | -2.0% | -4.8% |
| 30D | -12.4% | -4.4% | -8.0% | -12.9% |
| 3M | +37.3% | -8.3% | +45.7% | +36.4% |
| 6M | +70.7% | -8.1% | +78.8% | +70.9% |
| All | +70.7% | -8.7% | +79.5% | +70.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling