+79.3%
CAKE vs FDS
-17.4%
+96.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +0.5% |
| 7D | -4.0% | -1.9% | -2.1% | -4.0% |
| 30D | +2.4% | +9.0% | -6.6% | +2.1% |
| 3M | +69.0% | +18.9% | +50.1% | +67.6% |
| 6M | +69.3% | +35.1% | +34.2% | +66.4% |
| YTD | +115.8% | +5.5% | +110.3% | +121.2% |
| 1Y | +79.3% | -16.8% | +96.2% | +78.1% |
| All | +79.3% | -17.4% | +96.7% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling