+95.8%
CAKE vs FND
+57.3%
+38.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.6% | -3.1% |
| 7D | -4.6% | -0.8% | -3.8% | -4.4% |
| 30D | -6.6% | -19.6% | +13.0% | +0.4% |
| 3M | +52.9% | -4.3% | +57.3% | +53.2% |
| 6M | +65.7% | -20.4% | +86.2% | +75.3% |
| YTD | +107.8% | -21.9% | +129.7% | +119.7% |
| 1Y | +78.5% | -45.2% | +123.7% | +112.6% |
| 3Y | +266.4% | -49.2% | +315.6% | +326.8% |
| 5Y | +159.6% | -61.8% | +221.4% | +214.4% |
| All | +95.8% | +57.3% | +38.5% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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