+66.7%
FITB vs CAKE
+157.8%
-91.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | 0.0% |
| 7D | -0.3% | -4.5% | +4.3% | +1.3% |
| 30D | -5.7% | -12.4% | +6.8% | -1.5% |
| 3M | +3.2% | +37.3% | -34.2% | -8.8% |
| 6M | +23.4% | +70.7% | -47.3% | +0.1% |
| YTD | +18.8% | +106.0% | -87.2% | -10.4% |
| 1Y | +25.0% | +79.7% | -54.7% | -1.3% |
| 3Y | +131.2% | +267.8% | -136.6% | +36.2% |
| All | +66.7% | +157.8% | -91.1% | +6.8% |
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