+1,069.2%
FCX vs CAKE
+2,312.5%
-1,243.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.8% | +0.4% |
| 7D | +3.1% | -4.6% | +7.7% | +4.5% |
| 30D | +8.1% | -6.6% | +14.7% | +10.1% |
| 3M | +18.9% | +52.9% | -34.0% | +4.4% |
| 6M | +26.6% | +65.7% | -39.1% | +8.2% |
| YTD | +51.2% | +107.8% | -56.6% | +20.9% |
| 1Y | +75.6% | +78.5% | -2.9% | +46.0% |
| 3Y | +101.7% | +266.4% | -164.7% | +33.3% |
| 5Y | +134.6% | +159.6% | -25.0% | +64.5% |
| 10Y | +724.1% | +156.6% | +567.5% | +415.8% |
| All | +1,069.2% | +2,312.5% | -1,243.3% | +371.5% |
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