-37.1%
DOW vs CAKE
+157.8%
-195.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.4% |
| 7D | -1.4% | -4.5% | +3.1% | -0.4% |
| 30D | -3.9% | -12.4% | +8.5% | -1.1% |
| 3M | -12.7% | +37.3% | -50.0% | -19.4% |
| 6M | -13.7% | +70.7% | -84.4% | -25.2% |
| YTD | +28.4% | +106.0% | -77.6% | +5.2% |
| 1Y | +21.8% | +79.7% | -57.9% | +3.3% |
| 3Y | -35.7% | +267.8% | -303.5% | -54.4% |
| All | -37.1% | +157.8% | -195.0% | -53.7% |
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 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