+1,301.2%
FERG vs CAKE
+507.4%
+793.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.8% |
| 7D | -1.0% | -5.6% | +4.6% | -0.6% |
| 30D | -11.8% | -10.5% | -1.3% | -11.1% |
| 3M | -1.2% | +43.6% | -44.9% | -4.3% |
| 6M | -2.3% | +63.0% | -65.4% | -6.4% |
| YTD | +0.8% | +102.9% | -102.1% | -5.1% |
| 1Y | +0.5% | +75.6% | -75.2% | -4.5% |
| 3Y | +51.4% | +257.7% | -206.3% | +37.3% |
| 5Y | +67.5% | +156.0% | -88.5% | +51.9% |
| 10Y | +348.1% | +150.5% | +197.6% | +315.1% |
| All | +1,301.2% | +507.4% | +793.8% | +1,280.3% |
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