+2,487.1%
CAKE vs FDS
+9,090.7%
-6,603.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +3.9% | +0.9% |
| 7D | -1.1% | -5.4% | +4.3% | +0.5% |
| 30D | +0.4% | +1.6% | -1.2% | -0.4% |
| 3M | +59.9% | +17.7% | +42.2% | +50.2% |
| 6M | +75.1% | +29.1% | +46.0% | +58.3% |
| YTD | +115.0% | +1.0% | +114.1% | +107.5% |
| 1Y | +81.6% | -21.6% | +103.2% | +88.6% |
| 3Y | +279.1% | -30.1% | +309.2% | +305.9% |
| 5Y | +170.6% | -20.7% | +191.4% | +177.0% |
| 10Y | +160.3% | +78.3% | +82.0% | +107.2% |
| All | +2,487.1% | +9,090.7% | -6,603.6% | +871.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling