+173.5%
FN vs CAKE
+157.7%
+15.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -3.6% | +15.2% | +12.6% |
| 7D | 0.0% | -5.2% | +5.2% | +1.3% |
| 30D | -34.3% | -0.2% | -34.1% | -34.6% |
| 3M | -39.9% | -0.2% | -39.6% | -40.3% |
| 6M | -51.8% | +77.5% | -129.3% | -60.8% |
| YTD | -28.1% | +114.1% | -142.3% | -45.6% |
| 1Y | -29.1% | +131.6% | -160.7% | -47.9% |
| 3Y | +102.4% | +271.4% | -169.0% | +23.3% |
| All | +173.5% | +157.7% | +15.8% | +74.2% |
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