-27.5%
DPZ vs CAKE
+157.7%
-185.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -1.3% |
| 7D | +6.6% | -5.2% | +11.8% | +7.9% |
| 30D | +10.3% | -0.2% | +10.5% | +10.2% |
| 3M | -6.2% | -0.2% | -5.9% | -6.4% |
| 6M | +4.2% | +77.5% | -73.2% | -9.7% |
| YTD | -18.4% | +114.1% | -132.5% | -32.9% |
| 1Y | -14.9% | +131.6% | -146.5% | -31.5% |
| 3Y | -4.6% | +271.4% | -276.0% | -33.5% |
| All | -27.5% | +157.7% | -185.2% | -47.9% |
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