+106.8%
FAST vs CAKE
+168.2%
-61.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +1.3% | -1.1% | +2.4% | +1.5% |
| 30D | -4.7% | +0.4% | -5.2% | -5.0% |
| 3M | +7.9% | +59.9% | -52.0% | -1.6% |
| 6M | +7.4% | +75.1% | -67.6% | -4.1% |
| YTD | +25.1% | +115.0% | -90.0% | +7.0% |
| 1Y | +4.7% | +81.6% | -76.9% | -7.7% |
| 3Y | +94.7% | +279.1% | -184.4% | +46.6% |
| 5Y | +106.8% | +170.6% | -63.9% | +58.2% |
| All | +106.8% | +168.2% | -61.5% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling