+47.6%
FE vs CAKE
+163.4%
-115.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.8% | -0.4% |
| 7D | -0.2% | -4.6% | +4.4% | 0.0% |
| 30D | -1.2% | -6.6% | +5.4% | -0.9% |
| 3M | +1.7% | +52.9% | -51.3% | -0.6% |
| 6M | -7.5% | +65.7% | -73.2% | -9.9% |
| YTD | +6.3% | +107.8% | -101.5% | +2.1% |
| 1Y | +10.9% | +78.5% | -67.6% | +7.3% |
| 3Y | +46.9% | +266.4% | -219.4% | +33.9% |
| 5Y | +47.6% | +159.6% | -112.0% | +34.8% |
| All | +47.6% | +163.4% | -115.8% | +34.8% |
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