+151.5%
CAKE vs FDS
+64.8%
+86.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.0% |
| 7D | -4.5% | -14.0% | +9.5% | +0.9% |
| 30D | -12.4% | -6.2% | -6.2% | -10.8% |
| 3M | +37.3% | +10.2% | +27.2% | +30.0% |
| 6M | +70.7% | +27.4% | +43.3% | +49.6% |
| YTD | +106.0% | -9.3% | +115.2% | +107.1% |
| 1Y | +79.7% | -28.6% | +108.3% | +100.8% |
| 3Y | +267.8% | -36.8% | +304.6% | +330.6% |
| 5Y | +159.9% | -28.6% | +188.5% | +181.0% |
| All | +151.5% | +64.8% | +86.7% | +83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling