+1,106.1%
DIA vs CAKE
+2,301.9%
-1,195.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.6% | 0.0% |
| 7D | -1.2% | -4.6% | +3.3% | -0.2% |
| 30D | -2.7% | -6.6% | +3.9% | -1.4% |
| 3M | +3.3% | +52.9% | -49.6% | -6.5% |
| 6M | +10.4% | +65.7% | -55.3% | -2.1% |
| YTD | +10.0% | +107.8% | -97.8% | -7.5% |
| 1Y | +16.2% | +78.5% | -62.3% | +0.7% |
| 3Y | +58.7% | +266.4% | -207.6% | +14.9% |
| 5Y | +63.6% | +159.6% | -96.1% | +23.1% |
| 10Y | +251.0% | +156.6% | +94.4% | +134.3% |
| All | +1,106.1% | +2,301.9% | -1,195.9% | +342.7% |
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