+43,811.7%
FICO vs CAKE
+4,148.1%
+39,663.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.9% | -1.2% | +1.8% |
| 7D | -0.1% | -1.8% | +1.7% | +0.2% |
| 30D | +8.4% | +2.3% | +6.1% | +7.6% |
| 3M | -30.5% | +3.9% | -34.4% | -31.7% |
| 6M | -35.7% | +81.4% | -117.1% | -44.6% |
| YTD | -57.2% | +122.5% | -179.7% | -65.0% |
| 1Y | -58.4% | +138.1% | -196.5% | -66.6% |
| 3Y | -24.8% | +288.0% | -312.8% | -47.1% |
| 5Y | +79.3% | +174.9% | -95.6% | +32.6% |
| 10Y | +531.6% | +144.3% | +387.4% | +322.6% |
| All | +43,811.7% | +4,148.1% | +39,663.6% | +17,253.3% |
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