-21.2%
DXCM vs CAKE
+256.2%
-277.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.1% | +1.4% |
| 7D | -5.8% | -5.6% | -0.2% | -4.3% |
| 30D | -5.6% | -10.5% | +4.9% | -2.9% |
| 3M | +13.0% | +43.6% | -30.6% | +1.7% |
| 6M | +24.7% | +63.0% | -38.4% | +7.8% |
| YTD | +27.3% | +102.9% | -75.6% | +3.6% |
| 1Y | +11.2% | +75.6% | -64.4% | -6.1% |
| All | -21.2% | +256.2% | -277.4% | -48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling