+267.8%
CAKE vs FTV
-5.2%
+273.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -4.5% | -4.0% | -0.6% | -2.7% |
| 30D | -12.4% | -11.0% | -1.4% | -7.5% |
| 3M | +37.3% | -8.4% | +45.7% | +41.4% |
| 6M | +70.7% | -2.6% | +73.3% | +69.0% |
| YTD | +106.0% | -0.6% | +106.6% | +99.7% |
| 1Y | +79.7% | +11.0% | +68.7% | +62.1% |
| 3Y | +267.8% | -6.3% | +274.1% | +264.1% |
| All | +267.8% | -5.2% | +273.0% | +264.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling