+224.7%
CAKE vs FGI
-74.8%
+299.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -25.2% | +27.9% | +2.5% |
| 7D | +2.5% | -14.4% | +16.9% | +2.4% |
| 30D | -3.1% | -11.8% | +8.7% | -3.1% |
| 3M | -2.2% | -46.2% | +44.0% | -2.6% |
| 6M | +94.1% | +5.2% | +88.9% | +95.2% |
| YTD | +119.4% | +10.5% | +108.9% | +120.1% |
| 1Y | +141.4% | +25.5% | +115.9% | +141.9% |
| 3Y | +273.6% | -16.0% | +289.6% | +275.3% |
| All | +224.7% | -74.8% | +299.5% | +229.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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