+65.4%
FDX vs CAKE
+152.3%
-86.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.5% |
| 7D | -3.9% | -5.6% | +1.8% | -2.3% |
| 30D | -3.3% | -10.5% | +7.2% | -0.5% |
| 3M | -2.0% | +43.6% | -45.6% | -12.5% |
| 6M | +8.0% | +63.0% | -55.0% | -7.5% |
| YTD | +35.0% | +102.9% | -67.9% | +8.0% |
| 1Y | +73.7% | +75.6% | -2.0% | +44.4% |
| 3Y | +61.6% | +257.7% | -196.1% | +6.0% |
| 5Y | +65.4% | +156.0% | -90.6% | +9.0% |
| All | +65.4% | +152.3% | -86.9% | +9.0% |
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