-54.8%
DOCS vs CAKE
+170.5%
-225.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +1.0% |
| 7D | +0.1% | -3.8% | +3.9% | +1.3% |
| 30D | +8.7% | -5.2% | +13.9% | +10.4% |
| 3M | +32.9% | -9.2% | +42.1% | +36.0% |
| 6M | +25.5% | +76.6% | -51.1% | +0.1% |
| YTD | -25.0% | +113.6% | -138.6% | -45.2% |
| 1Y | -34.9% | +134.3% | -169.2% | -54.1% |
| 3Y | +39.3% | +271.2% | -231.9% | -26.6% |
| 5Y | -54.8% | +170.3% | -225.1% | -75.4% |
| All | -54.8% | +170.5% | -225.3% | -75.4% |
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 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