+115.8%
FCX vs CAKE
+157.8%
-42.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.6% |
| 7D | -2.3% | -4.5% | +2.3% | -0.9% |
| 30D | +2.7% | -12.4% | +15.1% | +6.6% |
| 3M | +7.4% | +37.3% | -30.0% | -3.0% |
| 6M | +16.0% | +70.7% | -54.7% | -2.4% |
| YTD | +40.9% | +106.0% | -65.1% | +11.8% |
| 1Y | +56.4% | +79.7% | -23.2% | +28.7% |
| 3Y | +84.2% | +267.8% | -183.6% | +18.0% |
| All | +115.8% | +157.8% | -42.0% | +39.9% |
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