-22.9%
CDW vs CAKE
+152.3%
-175.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +0.8% |
| 7D | -7.4% | -5.6% | -1.7% | -6.0% |
| 30D | +5.8% | -10.5% | +16.4% | +8.5% |
| 3M | +10.8% | +43.6% | -32.8% | -0.1% |
| 6M | +21.5% | +63.0% | -41.6% | +5.4% |
| YTD | +6.4% | +102.9% | -96.5% | -13.3% |
| 1Y | -14.8% | +75.6% | -90.4% | -28.0% |
| 3Y | -29.9% | +257.7% | -287.6% | -52.1% |
| 5Y | -22.9% | +156.0% | -178.9% | -45.7% |
| All | -22.9% | +152.3% | -175.2% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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