+112.2%
DT vs CAKE
+179.3%
-67.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.3% |
| 7D | -0.5% | -4.6% | +4.0% | +0.4% |
| 30D | +0.1% | -6.6% | +6.6% | +1.2% |
| 3M | +24.1% | +52.9% | -28.8% | +12.5% |
| 6M | +30.1% | +65.7% | -35.6% | +15.6% |
| YTD | +16.8% | +107.8% | -91.1% | -1.9% |
| 1Y | -0.1% | +78.5% | -78.6% | -13.4% |
| 3Y | +6.8% | +266.4% | -259.5% | -22.3% |
| 5Y | -28.4% | +159.6% | -188.0% | -45.7% |
| All | +112.2% | +179.3% | -67.1% | +32.6% |
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