+224.6%
FROG vs CAKE
+264.8%
-40.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.0% | +1.1% |
| 7D | -4.8% | -4.6% | -0.2% | -4.3% |
| 30D | -0.9% | -6.6% | +5.6% | -0.5% |
| 3M | +7.5% | +52.9% | -45.5% | -1.1% |
| 6M | +107.0% | +65.7% | +41.3% | +87.0% |
| YTD | +39.8% | +107.8% | -68.0% | +17.1% |
| 1Y | +74.8% | +78.5% | -3.7% | +53.3% |
| All | +224.6% | +264.8% | -40.2% | +125.4% |
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 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