+950.9%
FN vs CAKE
+153.4%
+797.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.8% | +1.2% |
| 7D | +5.8% | -4.6% | +10.4% | +6.9% |
| 30D | -20.6% | -6.6% | -14.1% | -19.5% |
| 3M | -28.6% | +52.9% | -81.5% | -36.0% |
| 6M | -20.7% | +65.7% | -86.5% | -30.9% |
| YTD | -8.1% | +107.8% | -115.9% | -24.3% |
| 1Y | +13.3% | +78.5% | -65.2% | -3.4% |
| 3Y | +175.7% | +266.4% | -90.7% | +96.0% |
| 5Y | +297.4% | +159.6% | +137.8% | +195.2% |
| 10Y | +950.9% | +156.6% | +794.3% | +615.5% |
| All | +950.9% | +153.4% | +797.5% | +615.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling