+1,202.8%
FITB vs CAKE
+3,866.7%
-2,663.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.5% |
| 7D | -0.4% | -4.6% | +4.2% | +1.1% |
| 30D | -5.1% | -6.6% | +1.4% | -3.3% |
| 3M | +3.5% | +52.9% | -49.4% | -10.8% |
| 6M | +17.2% | +65.7% | -48.5% | -2.1% |
| YTD | +17.6% | +107.8% | -90.2% | -9.1% |
| 1Y | +23.4% | +78.5% | -55.1% | -0.1% |
| 3Y | +129.7% | +266.4% | -136.6% | +43.7% |
| 5Y | +68.4% | +159.6% | -91.2% | +13.3% |
| 10Y | +285.6% | +156.6% | +129.0% | +132.2% |
| All | +1,202.8% | +3,866.7% | -2,663.9% | +348.8% |
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 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