+152.2%
CAKE vs DUOL
-17.6%
+169.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | -4.5% | -7.0% | +2.4% | -3.7% |
| 30D | -12.4% | +6.7% | -19.2% | -13.4% |
| 3M | +37.3% | +16.0% | +21.3% | +33.6% |
| 6M | +70.7% | +45.4% | +25.3% | +60.4% |
| YTD | +106.0% | -18.1% | +124.1% | +108.2% |
| 1Y | +79.7% | -53.6% | +133.2% | +95.3% |
| 3Y | +267.8% | -11.0% | +278.7% | +247.4% |
| All | +152.2% | -17.6% | +169.8% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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