+629.5%
FICO vs CAKE
+151.6%
+477.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.8% |
| 7D | -14.1% | -5.6% | -8.5% | -13.1% |
| 30D | -7.5% | -10.5% | +3.1% | -5.4% |
| 3M | -21.3% | +43.6% | -64.9% | -28.2% |
| 6M | -25.2% | +63.0% | -88.3% | -34.0% |
| YTD | -43.2% | +102.9% | -146.1% | -52.5% |
| 1Y | -37.2% | +75.6% | -112.9% | -45.8% |
| 3Y | +6.8% | +257.7% | -250.9% | -23.9% |
| 5Y | +112.8% | +156.0% | -43.2% | +58.4% |
| All | +629.5% | +151.6% | +477.9% | +359.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling