+76.2%
FDX vs CAKE
+173.4%
-97.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +0.7% |
| 7D | +5.2% | +2.5% | +2.7% | +4.4% |
| 30D | +11.3% | -3.1% | +14.3% | +12.2% |
| 3M | -4.1% | -2.2% | -1.9% | -3.9% |
| 6M | +9.6% | +94.1% | -84.4% | -11.7% |
| YTD | +40.9% | +119.4% | -78.5% | +8.5% |
| 1Y | +53.0% | +141.4% | -88.4% | +14.2% |
| 3Y | +74.1% | +273.6% | -199.5% | +9.7% |
| All | +76.2% | +173.4% | -97.2% | +18.3% |
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