+21.5%
DBX vs CAKE
+162.6%
-141.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.4% | +5.7% | +3.1% |
| 7D | +0.3% | -4.6% | +4.8% | +1.3% |
| 30D | 0.0% | -6.6% | +6.6% | +1.2% |
| 3M | +26.1% | +52.9% | -26.8% | +13.7% |
| 6M | +29.4% | +65.7% | -36.4% | +14.1% |
| YTD | +24.4% | +107.8% | -83.4% | +3.7% |
| 1Y | +10.9% | +78.5% | -67.6% | -4.6% |
| 3Y | +24.1% | +266.4% | -242.3% | -12.1% |
| 5Y | +7.8% | +159.6% | -151.9% | -20.2% |
| All | +21.5% | +162.6% | -141.2% | -10.0% |
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