+612.2%
FCX vs CAKE
+155.4%
+456.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.7% |
| 7D | -2.3% | -4.5% | +2.3% | -0.7% |
| 30D | +2.7% | -12.4% | +15.1% | +7.4% |
| 3M | +7.4% | +37.3% | -30.0% | -4.8% |
| 6M | +16.0% | +70.7% | -54.7% | -5.2% |
| YTD | +40.9% | +106.0% | -65.1% | +7.5% |
| 1Y | +56.4% | +79.7% | -23.2% | +24.6% |
| 3Y | +84.2% | +267.8% | -183.6% | +9.7% |
| 5Y | +114.6% | +159.9% | -45.3% | +37.2% |
| All | +612.2% | +155.4% | +456.8% | +260.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling