+24.2%
FFIV vs CAKE
+76.8%
-52.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -1.0% | -4.0% | +3.1% | -0.5% |
| 30D | -5.1% | +2.4% | -7.5% | -5.4% |
| 3M | -4.5% | +69.0% | -73.4% | -12.4% |
| 6M | +36.5% | +69.3% | -32.8% | +24.9% |
| YTD | +53.0% | +115.8% | -62.8% | +27.6% |
| 1Y | +24.2% | +79.3% | -55.1% | +8.9% |
| All | +24.2% | +76.8% | -52.6% | +8.9% |
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