+33,648.0%
FAST vs CAKE
+4,076.7%
+29,571.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.9% |
| 7D | +4.8% | -1.0% | +5.8% | +5.0% |
| 30D | +8.6% | +0.6% | +8.0% | +8.2% |
| 3M | +5.7% | -1.6% | +7.3% | +5.5% |
| 6M | +25.5% | +78.3% | -52.8% | +7.5% |
| YTD | +39.6% | +118.8% | -79.2% | +13.2% |
| 1Y | +35.5% | +140.3% | -104.8% | +7.2% |
| 3Y | +96.2% | +280.3% | -184.1% | +35.1% |
| 5Y | +110.2% | +171.9% | -61.7% | +51.1% |
| 10Y | +531.8% | +135.1% | +396.8% | +309.8% |
| All | +33,648.0% | +4,076.7% | +29,571.3% | +10,981.1% |
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