-25.4%
FN vs CAKE
+132.7%
-158.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.7% | -3.1% | -4.8% |
| 7D | -4.1% | -1.0% | -3.1% | -4.0% |
| 30D | -28.3% | +0.6% | -28.9% | -28.1% |
| 3M | -33.9% | -1.6% | -32.3% | -33.8% |
| 6M | -43.9% | +78.3% | -122.2% | -43.2% |
| YTD | -23.4% | +118.8% | -142.3% | -26.3% |
| 1Y | -25.4% | +140.3% | -165.7% | -29.4% |
| All | -25.4% | +132.7% | -158.1% | -29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling