-80.3%
FIG vs CAKE
+66.5%
-146.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.3% | -5.3% | -5.6% |
| 7D | -16.4% | -1.1% | -15.3% | -16.3% |
| 30D | -2.3% | +0.4% | -2.7% | -3.5% |
| 3M | +7.8% | +59.9% | -52.1% | -4.1% |
| 6M | -21.8% | +75.1% | -96.9% | -32.2% |
| YTD | -39.1% | +115.0% | -154.2% | -50.7% |
| 1Y | -56.6% | +81.6% | -138.3% | -63.0% |
| All | -80.3% | +66.5% | -146.8% | -82.7% |
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