+1,440.5%
FANG vs CAKE
+289.6%
+1,150.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.7% |
| 7D | +2.9% | -4.5% | +7.4% | +4.3% |
| 30D | +2.6% | -12.4% | +15.1% | +6.7% |
| 3M | +7.6% | +37.3% | -29.8% | -3.8% |
| 6M | +17.3% | +70.7% | -53.4% | -3.5% |
| YTD | +38.7% | +106.0% | -67.3% | +6.5% |
| 1Y | +51.6% | +79.7% | -28.0% | +21.2% |
| 3Y | +50.0% | +267.8% | -217.8% | -10.4% |
| 5Y | +237.6% | +159.9% | +77.7% | +114.2% |
| 10Y | +180.7% | +154.3% | +26.3% | +51.1% |
| All | +1,440.5% | +289.6% | +1,150.9% | +548.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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