-83.4%
FRMI vs CAKE
+89.2%
-172.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.2% | -2.4% |
| 7D | +10.9% | -5.6% | +16.5% | +11.3% |
| 30D | -24.3% | -10.5% | -13.8% | -23.7% |
| 3M | -21.8% | +43.6% | -65.4% | -21.1% |
| 6M | -33.0% | +63.0% | -96.1% | -33.5% |
| YTD | -32.6% | +102.9% | -135.5% | -24.2% |
| All | -83.4% | +89.2% | -172.6% | -82.4% |
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