+126.0%
DUK vs CAKE
+155.4%
-29.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | -0.7% | -4.5% | +3.9% | -0.2% |
| 30D | -2.4% | -12.4% | +10.0% | -1.1% |
| 3M | -3.0% | +37.3% | -40.3% | -6.8% |
| 6M | -6.6% | +70.7% | -77.3% | -12.6% |
| YTD | +4.6% | +106.0% | -101.4% | -4.7% |
| 1Y | +1.2% | +79.7% | -78.4% | -6.3% |
| 3Y | +45.7% | +267.8% | -222.1% | +20.4% |
| 5Y | +40.3% | +159.9% | -119.6% | +18.7% |
| All | +126.0% | +155.4% | -29.4% | +55.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling