-38.5%
DXCM vs CAKE
+157.8%
-196.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.2% |
| 7D | -5.5% | -4.5% | -1.0% | -4.2% |
| 30D | -8.6% | -12.4% | +3.9% | -5.0% |
| 3M | +10.3% | +37.3% | -27.0% | -0.5% |
| 6M | +25.2% | +70.7% | -45.5% | +5.2% |
| YTD | +25.1% | +106.0% | -80.9% | -1.1% |
| 1Y | +9.2% | +79.7% | -70.4% | -10.3% |
| 3Y | -22.6% | +267.8% | -290.4% | -51.0% |
| All | -38.5% | +157.8% | -196.4% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling