+207.5%
CAKE vs FGI
-69.1%
+276.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.4% | -5.7% | -3.3% |
| 7D | -4.6% | +14.7% | -19.3% | -4.5% |
| 30D | -6.6% | +67.0% | -73.5% | -5.9% |
| 3M | +52.9% | +31.0% | +21.9% | +54.0% |
| 6M | +65.7% | +126.8% | -61.1% | +66.4% |
| YTD | +107.8% | +35.6% | +72.2% | +108.7% |
| 1Y | +78.5% | +108.9% | -30.4% | +79.0% |
| 3Y | +266.4% | -0.3% | +266.6% | +268.9% |
| All | +207.5% | -69.1% | +276.5% | +212.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling