+146.1%
CAKE vs FDS
+31.1%
+114.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.9% | +1.8% | +4.6% |
| 7D | +9.1% | +9.4% | -0.3% | +9.0% |
| 30D | +5.8% | +23.8% | -18.0% | +5.7% |
| 3M | +9.3% | +25.1% | -15.8% | +9.1% |
| 6M | +96.1% | +53.8% | +42.3% | +94.8% |
| YTD | +131.4% | +19.6% | +111.9% | +137.2% |
| 1Y | +146.1% | +31.6% | +114.4% | +140.3% |
| All | +146.1% | +31.1% | +114.9% | +140.3% |
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