+138.1%
CAKE vs DUOL
+2.7%
+135.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.3% | -6.6% | -2.9% |
| 7D | -5.6% | -8.6% | +3.0% | -4.6% |
| 30D | -10.5% | +7.2% | -17.7% | -11.5% |
| 3M | +43.6% | +19.1% | +24.6% | +39.5% |
| 6M | +63.0% | +52.5% | +10.5% | +52.7% |
| YTD | +102.9% | -17.3% | +120.2% | +104.7% |
| 1Y | +75.6% | -49.2% | +124.9% | +87.8% |
| 3Y | +257.7% | -7.3% | +265.0% | +238.0% |
| 5Y | +156.0% | -16.3% | +172.3% | +112.4% |
| All | +138.1% | +2.7% | +135.5% | +100.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling