-28.8%
DPZ vs CAKE
+163.8%
-192.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -2.5% | -4.0% | +1.5% | -1.6% |
| 30D | -7.0% | +2.4% | -9.4% | -7.5% |
| 3M | +11.6% | +69.0% | -57.4% | -1.2% |
| 6M | -15.2% | +69.3% | -84.5% | -25.2% |
| YTD | -17.2% | +115.8% | -133.0% | -31.3% |
| 1Y | -24.8% | +79.3% | -104.2% | -35.1% |
| 3Y | -8.7% | +262.0% | -270.7% | -34.5% |
| All | -28.8% | +163.8% | -192.7% | -48.9% |
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