+101.7%
FICO vs CAKE
+168.2%
-66.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | -15.4% | -1.1% | -14.4% | -15.2% |
| 30D | -10.4% | +0.4% | -10.8% | -10.8% |
| 3M | -22.7% | +59.9% | -82.6% | -32.1% |
| 6M | -36.8% | +75.1% | -111.8% | -46.0% |
| YTD | -44.8% | +115.0% | -159.8% | -55.6% |
| 1Y | -39.3% | +81.6% | -120.9% | -49.0% |
| 3Y | +3.7% | +279.1% | -275.4% | -31.6% |
| 5Y | +101.7% | +170.6% | -68.9% | +35.8% |
| All | +101.7% | +168.2% | -66.5% | +35.8% |
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 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