+151.5%
CAKE vs FTV
+80.7%
+70.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | -4.5% | -4.0% | -0.6% | -1.9% |
| 30D | -12.4% | -11.0% | -1.4% | -5.2% |
| 3M | +37.3% | -8.4% | +45.7% | +43.9% |
| 6M | +70.7% | -2.6% | +73.3% | +70.1% |
| YTD | +106.0% | -0.6% | +106.6% | +100.2% |
| 1Y | +79.7% | +11.0% | +68.7% | +60.5% |
| 3Y | +267.8% | -6.3% | +274.1% | +265.1% |
| 5Y | +159.9% | -1.5% | +161.4% | +143.9% |
| All | +151.5% | +80.7% | +70.7% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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