+19,758.8%
DE vs CAKE
+3,772.9%
+15,986.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.6% |
| 7D | -2.4% | -5.6% | +3.2% | -1.1% |
| 30D | +9.7% | -10.5% | +20.2% | +12.4% |
| 3M | +21.4% | +43.6% | -22.3% | +11.1% |
| 6M | +15.0% | +63.0% | -48.0% | +1.7% |
| YTD | +46.4% | +102.9% | -56.5% | +22.9% |
| 1Y | +45.6% | +75.6% | -30.0% | +25.9% |
| 3Y | +76.8% | +257.7% | -180.9% | +27.2% |
| 5Y | +99.4% | +156.0% | -56.6% | +49.3% |
| 10Y | +864.6% | +150.5% | +714.0% | +546.6% |
| All | +19,758.8% | +3,772.9% | +15,986.0% | +8,284.4% |
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