-99.9%
DFNS vs CAKE
+256.2%
-356.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.3% |
| 7D | -3.3% | -5.6% | +2.3% | -4.0% |
| 30D | -73.1% | -10.5% | -62.6% | -73.4% |
| 3M | -71.4% | +43.6% | -115.0% | -65.1% |
| 6M | -93.8% | +63.0% | -156.9% | -91.8% |
| YTD | -98.0% | +102.9% | -200.9% | -96.7% |
| 1Y | -98.2% | +75.6% | -173.8% | -97.5% |
| All | -99.9% | +256.2% | -356.1% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling