+351.3%
FERG vs CAKE
+155.4%
+195.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.6% |
| 7D | -2.6% | -4.5% | +2.0% | -2.1% |
| 30D | -8.9% | -12.4% | +3.5% | -7.7% |
| 3M | -2.0% | +37.3% | -39.4% | -5.4% |
| 6M | -3.2% | +70.7% | -73.9% | -8.7% |
| YTD | +1.5% | +106.0% | -104.5% | -6.1% |
| 1Y | +0.5% | +79.7% | -79.2% | -5.9% |
| 3Y | +50.4% | +267.8% | -217.4% | +32.4% |
| 5Y | +68.7% | +159.9% | -91.2% | +48.7% |
| All | +351.3% | +155.4% | +195.9% | +316.5% |
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