+90.1%
FOXA vs CAKE
+153.4%
-63.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.4% | +2.7% |
| 7D | -3.7% | -5.6% | +1.9% | -2.3% |
| 30D | +5.4% | -10.5% | +15.9% | +8.2% |
| 3M | -3.7% | +43.6% | -47.4% | -12.8% |
| 6M | +12.6% | +63.0% | -50.5% | -1.9% |
| YTD | -10.0% | +102.9% | -112.9% | -26.3% |
| 1Y | +15.0% | +75.6% | -60.6% | -2.5% |
| 3Y | +115.1% | +257.7% | -142.6% | +46.6% |
| 5Y | +93.0% | +156.0% | -63.0% | +38.0% |
| All | +90.1% | +153.4% | -63.3% | +11.8% |
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