-99.9%
DFNS vs CAKE
+445.3%
-545.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.8% |
| 7D | +0.8% | -1.1% | +1.9% | +0.8% |
| 30D | -73.2% | +0.4% | -73.6% | -73.2% |
| 3M | -72.4% | +59.9% | -132.4% | -70.1% |
| 6M | -95.2% | +75.1% | -170.3% | -94.7% |
| YTD | -98.0% | +115.0% | -213.0% | -97.6% |
| 1Y | -98.3% | +81.6% | -179.9% | -98.1% |
| 3Y | -99.9% | +279.1% | -379.0% | -99.8% |
| 5Y | -99.9% | +170.6% | -270.5% | -99.8% |
| All | -99.9% | +445.3% | -545.2% | -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 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