+5,222.5%
FDX vs CAKE
+3,831.8%
+1,390.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | -0.3% |
| 7D | -3.3% | -4.5% | +1.3% | -2.2% |
| 30D | -4.5% | -12.4% | +7.9% | -1.6% |
| 3M | -7.3% | +37.3% | -44.7% | -14.9% |
| 6M | +7.5% | +70.7% | -63.2% | -6.5% |
| YTD | +35.1% | +106.0% | -70.9% | +11.9% |
| 1Y | +71.4% | +79.7% | -8.2% | +46.4% |
| 3Y | +60.8% | +267.8% | -207.0% | +13.1% |
| 5Y | +65.5% | +159.9% | -94.4% | +22.8% |
| 10Y | +181.3% | +154.3% | +27.0% | +87.5% |
| All | +5,222.5% | +3,831.8% | +1,390.6% | +2,112.6% |
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