+219.2%
CAKE vs FGI
-70.4%
+289.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.5% | -7.2% | +0.4% |
| 7D | -4.0% | +0.5% | -4.5% | -4.0% |
| 30D | +2.4% | +65.4% | -63.0% | +3.2% |
| 3M | +69.0% | +23.5% | +45.5% | +70.1% |
| 6M | +69.3% | +60.5% | +8.8% | +69.9% |
| YTD | +115.8% | +30.0% | +85.8% | +116.7% |
| 1Y | +79.3% | +82.1% | -2.7% | +80.0% |
| 3Y | +262.0% | -4.4% | +266.4% | +264.4% |
| All | +219.2% | -70.4% | +289.6% | +224.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling