-59.5%
FICO vs CAKE
+142.0%
-201.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | +4.0% | -4.7% | +8.7% | +4.2% |
| 30D | -1.5% | +0.9% | -2.4% | -1.6% |
| 3M | -29.8% | -2.7% | -27.1% | -29.8% |
| 6M | -33.3% | +81.2% | -114.4% | -39.2% |
| YTD | -56.9% | +120.6% | -177.4% | -61.8% |
| 1Y | -59.5% | +142.7% | -202.2% | -65.4% |
| All | -59.5% | +142.0% | -201.4% | -65.4% |
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