+26.5%
DOCS vs CAKE
+73.0%
-46.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.5% | -2.1% |
| 7D | -0.8% | -5.2% | +4.5% | -0.9% |
| 30D | +17.4% | -0.2% | +17.6% | +18.0% |
| 3M | +57.4% | -0.2% | +57.6% | +57.3% |
| 6M | +26.5% | +77.5% | -50.9% | +16.8% |
| All | +26.5% | +73.0% | -46.4% | +16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling