+60.3%
FCX vs CAKE
+147.7%
-87.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.7% | -3.3% | +0.3% |
| 7D | -6.0% | +9.1% | -15.1% | -7.8% |
| 30D | -13.6% | +5.8% | -19.4% | -14.7% |
| 3M | -6.8% | +9.3% | -16.1% | -8.8% |
| 6M | +13.2% | +96.1% | -82.9% | -8.2% |
| YTD | +24.4% | +131.4% | -107.0% | -4.1% |
| 1Y | +60.3% | +146.1% | -85.8% | +21.1% |
| All | +60.3% | +147.7% | -87.4% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling