+152.2%
CAKE vs FHN
+88.4%
+63.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | -4.5% | -1.2% | -3.3% | -4.2% |
| 30D | -12.4% | -4.8% | -7.6% | -11.2% |
| 3M | +37.3% | -0.7% | +38.1% | +37.5% |
| 6M | +70.7% | +10.6% | +60.1% | +65.6% |
| YTD | +106.0% | +4.6% | +101.4% | +102.9% |
| 1Y | +79.7% | +11.4% | +68.3% | +73.5% |
| 3Y | +267.8% | +132.3% | +135.5% | +198.5% |
| All | +152.2% | +88.4% | +63.8% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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