+0.7%
FPS vs CAKE
+65.4%
-64.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.4% | -3.4% | -5.3% |
| 7D | -4.6% | -5.6% | +1.0% | -3.5% |
| 30D | -22.6% | -10.5% | -12.1% | -21.0% |
| 3M | -45.1% | +43.6% | -88.7% | -51.4% |
| 6M | -17.8% | +63.0% | -80.9% | -33.0% |
| All | +0.7% | +65.4% | -64.7% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling