-83.1%
FRMI vs CAKE
+92.1%
-175.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.9% |
| 7D | +7.4% | -4.5% | +12.0% | +7.7% |
| 30D | -27.6% | -12.4% | -15.2% | -27.1% |
| 3M | -20.9% | +37.3% | -58.2% | -20.0% |
| 6M | -36.6% | +70.7% | -107.3% | -36.5% |
| YTD | -31.3% | +106.0% | -137.2% | -22.8% |
| All | -83.1% | +92.1% | -175.1% | -82.0% |
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