+24.3%
DECK vs CAKE
+177.0%
-152.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.5% | 0.0% |
| 7D | +6.0% | -2.1% | +8.1% | +6.9% |
| 30D | +7.4% | +2.3% | +5.2% | +6.5% |
| 3M | -11.7% | +5.4% | -17.1% | -13.9% |
| 6M | -11.0% | +82.5% | -93.5% | -30.6% |
| YTD | -15.4% | +122.0% | -137.4% | -39.6% |
| 1Y | +7.2% | +133.9% | -126.6% | -25.2% |
| 3Y | -11.8% | +281.7% | -293.5% | -49.5% |
| 5Y | +24.3% | +167.1% | -142.7% | -26.5% |
| All | +24.3% | +177.0% | -152.7% | -26.5% |
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