+5,138.6%
FFIV vs CAKE
+1,556.9%
+3,581.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -1.5% | -1.1% | -0.5% | -1.2% |
| 30D | -2.7% | +0.4% | -3.1% | -3.0% |
| 3M | -1.7% | +59.9% | -61.6% | -16.0% |
| 6M | +36.1% | +75.1% | -38.9% | +12.3% |
| YTD | +52.6% | +115.0% | -62.4% | +17.7% |
| 1Y | +21.5% | +81.6% | -60.1% | -1.5% |
| 3Y | +142.7% | +279.1% | -136.4% | +51.0% |
| 5Y | +92.6% | +170.6% | -78.1% | +27.0% |
| 10Y | +225.5% | +160.3% | +65.2% | +79.9% |
| All | +5,138.6% | +1,556.9% | +3,581.7% | +1,433.8% |
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