+36.6%
FFIV vs CAKE
+147.7%
-111.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -0.8% |
| 7D | -9.8% | +9.1% | -18.9% | -10.4% |
| 30D | -28.1% | +5.8% | -33.9% | -28.4% |
| 3M | -20.0% | +9.3% | -29.3% | -20.5% |
| 6M | -0.1% | +96.1% | -96.2% | -7.2% |
| YTD | +29.2% | +131.4% | -102.3% | +12.4% |
| 1Y | +36.6% | +146.1% | -109.5% | +15.9% |
| All | +36.6% | +147.7% | -111.1% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling