+137.5%
FROG vs CAKE
+157.8%
-20.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.1% |
| 7D | -0.5% | -4.5% | +4.1% | +0.8% |
| 30D | +1.3% | -12.4% | +13.8% | +4.8% |
| 3M | +11.1% | +37.3% | -26.3% | -1.0% |
| 6M | +108.3% | +70.7% | +37.6% | +71.3% |
| YTD | +39.6% | +106.0% | -66.4% | +4.9% |
| 1Y | +74.7% | +79.7% | -4.9% | +38.1% |
| 3Y | +224.1% | +267.8% | -43.7% | +82.1% |
| All | +137.5% | +157.8% | -20.3% | +43.9% |
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