+571.4%
CAKE vs FLR
+571.1%
+0.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | 0.0% | -1.7% |
| 7D | -5.6% | -6.9% | +1.3% | -3.8% |
| 30D | -10.5% | +1.1% | -11.7% | -11.0% |
| 3M | +43.6% | +14.3% | +29.3% | +36.4% |
| 6M | +63.0% | +19.1% | +43.9% | +51.1% |
| YTD | +102.9% | +35.1% | +67.8% | +81.3% |
| 1Y | +75.6% | +29.5% | +46.2% | +57.7% |
| 3Y | +257.7% | +53.0% | +204.7% | +192.5% |
| 5Y | +156.0% | +238.9% | -82.9% | +60.9% |
| 10Y | +150.5% | +17.4% | +133.1% | +78.1% |
| All | +571.4% | +571.1% | +0.3% | +144.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling