-64.8%
FIS vs CAKE
+152.3%
-217.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.5% | +1.7% |
| 7D | -8.9% | -5.6% | -3.3% | -7.7% |
| 30D | -9.9% | -10.5% | +0.6% | -7.7% |
| 3M | 0.0% | +43.6% | -43.7% | -8.6% |
| 6M | -22.9% | +63.0% | -85.9% | -31.9% |
| YTD | -40.9% | +102.9% | -143.8% | -50.7% |
| 1Y | -40.4% | +75.6% | -116.1% | -48.7% |
| 3Y | -25.4% | +257.7% | -283.1% | -47.8% |
| 5Y | -64.8% | +156.0% | -220.8% | -74.7% |
| All | -64.8% | +152.3% | -217.1% | -74.7% |
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 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