+586.3%
FE vs CAKE
+2,214.0%
-1,627.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.7% | +0.7% |
| 7D | +1.2% | +2.5% | -1.3% | +0.9% |
| 30D | +4.5% | -3.1% | +7.6% | +4.8% |
| 3M | +1.3% | -2.2% | +3.6% | +1.3% |
| 6M | +8.7% | +94.1% | -85.4% | -0.5% |
| YTD | +9.2% | +119.4% | -110.2% | -1.9% |
| 1Y | +7.0% | +141.4% | -134.4% | -5.1% |
| 3Y | +51.4% | +273.6% | -222.2% | +24.7% |
| 5Y | +47.7% | +177.7% | -130.0% | +23.5% |
| 10Y | +125.0% | +131.9% | -6.9% | +76.2% |
| All | +586.3% | +2,214.0% | -1,627.7% | +297.8% |
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 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