+96.3%
FFIV vs CAKE
+152.3%
-56.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.8% | -1.0% |
| 7D | +1.6% | -5.6% | +7.2% | +2.9% |
| 30D | -3.7% | -10.5% | +6.8% | -1.4% |
| 3M | +2.0% | +43.6% | -41.7% | -7.5% |
| 6M | +39.3% | +63.0% | -23.8% | +21.7% |
| YTD | +56.1% | +102.9% | -46.8% | +28.4% |
| 1Y | +22.0% | +75.6% | -53.7% | +3.9% |
| 3Y | +148.2% | +257.7% | -109.5% | +71.5% |
| 5Y | +96.3% | +156.0% | -59.7% | +38.2% |
| All | +96.3% | +152.3% | -56.0% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling