-54.2%
DOCS vs CAKE
+157.7%
-211.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.5% | -0.9% |
| 7D | -0.8% | -5.2% | +4.5% | +1.0% |
| 30D | +17.4% | -0.2% | +17.6% | +17.4% |
| 3M | +57.4% | -0.2% | +57.6% | +55.7% |
| 6M | +26.5% | +77.5% | -50.9% | +0.8% |
| YTD | -26.6% | +114.1% | -140.7% | -46.4% |
| 1Y | -48.1% | +131.6% | -179.6% | -63.3% |
| 3Y | +52.6% | +271.4% | -218.8% | -19.6% |
| All | -54.2% | +157.7% | -211.9% | -74.9% |
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