+151.5%
CAKE vs FLR
+19.7%
+131.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.3% |
| 7D | -4.5% | -3.5% | -1.0% | -3.8% |
| 30D | -12.4% | +4.2% | -16.6% | -13.4% |
| 3M | +37.3% | +8.1% | +29.3% | +33.3% |
| 6M | +70.7% | +21.5% | +49.2% | +59.7% |
| YTD | +106.0% | +36.8% | +69.2% | +87.3% |
| 1Y | +79.7% | +31.2% | +48.4% | +64.0% |
| 3Y | +267.8% | +53.9% | +213.9% | +211.9% |
| 5Y | +159.9% | +243.0% | -83.1% | +78.5% |
| All | +151.5% | +19.7% | +131.7% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling