+279.1%
CAKE vs FGI
-6.2%
+285.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | -1.1% | +5.2% | -6.2% | -1.0% |
| 30D | +0.4% | +65.2% | -64.8% | +1.8% |
| 3M | +59.9% | +30.2% | +29.8% | +61.9% |
| 6M | +75.1% | +87.8% | -12.7% | +77.8% |
| YTD | +115.0% | +32.5% | +82.6% | +118.0% |
| 1Y | +81.6% | +93.6% | -12.0% | +86.2% |
| 3Y | +279.1% | -2.6% | +281.7% | +293.1% |
| All | +279.1% | -6.2% | +285.3% | +293.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling