+94.1%
CAKE vs FGI
+7.7%
+86.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -25.2% | +27.9% | +2.0% |
| 7D | +2.5% | -14.4% | +16.9% | +2.1% |
| 30D | -3.1% | -11.8% | +8.7% | -3.3% |
| 3M | -2.2% | -46.2% | +44.0% | -3.5% |
| 6M | +94.1% | +5.2% | +88.9% | +100.0% |
| All | +94.1% | +7.7% | +86.4% | +100.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling