+3,033.4%
CAKE vs DVA
+5,124.5%
-2,091.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -4.5% | -1.3% | -3.2% | -4.3% |
| 30D | -12.4% | 0.0% | -12.5% | -12.4% |
| 3M | +37.3% | -10.9% | +48.3% | +39.8% |
| 6M | +70.7% | +17.3% | +53.4% | +63.6% |
| YTD | +106.0% | +59.8% | +46.2% | +84.7% |
| 1Y | +79.7% | +36.3% | +43.4% | +66.2% |
| 3Y | +267.8% | +88.6% | +179.2% | +212.8% |
| 5Y | +159.9% | +47.5% | +112.4% | +127.1% |
| 10Y | +154.3% | +185.2% | -30.9% | +95.5% |
| All | +3,033.4% | +5,124.5% | -2,091.0% | +1,279.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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