+5,622.1%
DPZ vs CAKE
+428.3%
+5,193.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -2.5% | -4.0% | +1.5% | -1.3% |
| 30D | -7.0% | +2.4% | -9.4% | -7.8% |
| 3M | +11.6% | +69.0% | -57.4% | -5.7% |
| 6M | -15.2% | +69.3% | -84.5% | -28.8% |
| YTD | -17.2% | +115.8% | -133.0% | -35.9% |
| 1Y | -24.8% | +79.3% | -104.2% | -38.5% |
| 3Y | -8.7% | +262.0% | -270.7% | -42.1% |
| 5Y | -28.9% | +165.7% | -194.6% | -52.8% |
| 10Y | +153.6% | +158.9% | -5.3% | +32.9% |
| All | +5,622.1% | +428.3% | +5,193.8% | +1,413.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling