-58.5%
FICO vs CAKE
+141.9%
-200.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | +0.2% |
| 7D | +2.2% | +2.5% | -0.3% | +2.1% |
| 30D | +0.1% | -3.1% | +3.1% | +0.2% |
| 3M | -35.2% | -2.2% | -32.9% | -35.1% |
| 6M | -32.4% | +94.1% | -126.4% | -39.0% |
| YTD | -57.4% | +119.4% | -176.8% | -62.1% |
| 1Y | -58.5% | +141.4% | -199.9% | -64.4% |
| All | -58.5% | +141.9% | -200.4% | -64.4% |
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