+348.4%
FIS vs CAKE
+764.3%
-415.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -5.8% |
| 7D | -3.5% | -1.1% | -2.4% | -3.2% |
| 30D | -7.8% | +0.4% | -8.3% | -8.2% |
| 3M | +0.8% | +59.9% | -59.1% | -11.2% |
| 6M | -21.9% | +75.1% | -97.0% | -33.2% |
| YTD | -39.5% | +115.0% | -154.5% | -51.2% |
| 1Y | -41.0% | +81.6% | -122.6% | -50.3% |
| 3Y | -23.6% | +279.1% | -302.7% | -48.5% |
| 5Y | -65.6% | +170.6% | -236.3% | -75.6% |
| 10Y | -40.2% | +160.3% | -200.5% | -63.2% |
| All | +348.4% | +764.3% | -415.9% | +52.2% |
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