+1,045.5%
DVN vs CAKE
+3,831.8%
-2,786.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | +4.5% | -4.5% | +9.1% | +5.6% |
| 30D | +12.0% | -12.4% | +24.4% | +15.1% |
| 3M | +13.4% | +37.3% | -23.9% | +5.0% |
| 6M | +12.1% | +70.7% | -58.6% | -2.0% |
| YTD | +38.8% | +106.0% | -67.2% | +15.9% |
| 1Y | +46.0% | +79.7% | -33.6% | +25.4% |
| 3Y | +9.5% | +267.8% | -258.3% | -21.7% |
| 5Y | +125.3% | +159.9% | -34.6% | +68.3% |
| 10Y | +66.6% | +154.3% | -87.7% | +16.7% |
| All | +1,045.5% | +3,831.8% | -2,786.3% | +444.2% |
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