+693.0%
FN vs CAKE
+131.7%
+561.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.7% | -10.0% | -7.9% |
| 7D | +0.3% | +2.5% | -2.2% | -0.2% |
| 30D | -16.5% | -3.1% | -13.5% | -16.2% |
| 3M | -42.1% | -2.2% | -39.9% | -42.1% |
| 6M | -52.9% | +94.1% | -146.9% | -60.5% |
| YTD | -28.0% | +119.4% | -147.4% | -41.8% |
| 1Y | -18.5% | +141.4% | -159.9% | -35.8% |
| 3Y | +93.9% | +273.6% | -179.7% | +36.0% |
| 5Y | +170.5% | +177.7% | -7.2% | +96.7% |
| All | +693.0% | +131.7% | +561.3% | +407.8% |
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 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