+167.1%
CAKE vs FTV
+87.0%
+80.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.1% | -2.5% |
| 7D | -4.6% | -1.3% | -3.3% | -3.8% |
| 30D | -6.6% | -9.5% | +2.9% | -0.1% |
| 3M | +52.9% | -10.9% | +63.8% | +62.9% |
| 6M | +65.7% | -0.6% | +66.4% | +63.0% |
| YTD | +107.8% | +1.4% | +106.4% | +99.4% |
| 1Y | +78.5% | +17.6% | +60.8% | +53.2% |
| 3Y | +266.4% | -3.3% | +269.6% | +255.8% |
| 5Y | +159.6% | -0.1% | +159.8% | +141.9% |
| 10Y | +156.6% | +82.5% | +74.1% | +71.5% |
| All | +167.1% | +87.0% | +80.2% | +80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling