+110.5%
FE vs CAKE
+151.6%
-41.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.4% |
| 7D | -1.7% | -5.6% | +3.9% | -1.0% |
| 30D | -1.3% | -10.5% | +9.3% | -0.1% |
| 3M | +0.6% | +43.6% | -43.0% | -4.1% |
| 6M | -6.8% | +63.0% | -69.9% | -12.7% |
| YTD | +6.4% | +102.9% | -96.5% | -3.2% |
| 1Y | +11.3% | +75.6% | -64.4% | +2.9% |
| 3Y | +47.1% | +257.7% | -210.7% | +21.1% |
| 5Y | +50.4% | +156.0% | -105.6% | +26.5% |
| All | +110.5% | +151.6% | -41.1% | +45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling