+813.3%
CDW vs CAKE
+234.0%
+579.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -4.8% | -5.1% |
| 7D | -3.9% | -1.1% | -2.8% | -3.6% |
| 30D | +6.9% | +0.4% | +6.5% | +6.4% |
| 3M | +7.7% | +59.9% | -52.2% | -6.0% |
| 6M | +18.3% | +75.1% | -56.7% | +0.3% |
| YTD | +7.8% | +115.0% | -107.3% | -13.9% |
| 1Y | -12.2% | +81.6% | -93.8% | -26.8% |
| 3Y | -28.9% | +279.1% | -308.1% | -52.8% |
| 5Y | -22.8% | +170.6% | -193.4% | -46.0% |
| 10Y | +266.1% | +160.3% | +105.8% | +113.4% |
| All | +813.3% | +234.0% | +579.3% | +439.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling