-73.2%
DOCS vs CAKE
+163.8%
-237.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.1% | -2.9% |
| 7D | -1.4% | -4.0% | +2.6% | -0.2% |
| 30D | +21.8% | +2.4% | +19.4% | +19.9% |
| 3M | +27.3% | +69.0% | -41.7% | +4.6% |
| 6M | -0.3% | +69.3% | -69.6% | -18.6% |
| YTD | -40.5% | +115.8% | -156.3% | -56.0% |
| 1Y | -61.5% | +79.3% | -140.9% | -69.6% |
| 3Y | +8.2% | +262.0% | -253.9% | -40.3% |
| All | -73.2% | +163.8% | -237.0% | -84.9% |
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