+8.1%
FPS vs CAKE
+75.9%
-67.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | +3.1% | -4.0% | +7.1% | +3.9% |
| 30D | -18.6% | +2.4% | -21.0% | -18.8% |
| 3M | -51.5% | +69.0% | -120.4% | -59.7% |
| 6M | -8.5% | +69.3% | -77.8% | -25.5% |
| All | +8.1% | +75.9% | -67.8% | -13.1% |
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