+262.3%
CAKE vs FDS
-36.6%
+298.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.8% | +3.5% | -1.5% |
| 7D | -5.6% | -16.0% | +10.4% | -3.2% |
| 30D | -10.5% | -6.7% | -3.8% | -9.7% |
| 3M | +43.6% | +6.0% | +37.7% | +41.3% |
| 6M | +63.0% | +25.1% | +38.0% | +54.4% |
| YTD | +102.9% | -8.1% | +111.0% | +110.1% |
| 1Y | +75.6% | -26.0% | +101.6% | +96.4% |
| All | +262.3% | -36.6% | +298.9% | +333.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling