+33.9%
FROG vs CAKE
+288.8%
-254.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | -5.5% | -1.1% | -4.4% | -5.3% |
| 30D | -3.1% | +0.4% | -3.5% | -3.6% |
| 3M | +1.2% | +59.9% | -58.7% | -10.2% |
| 6M | +113.7% | +75.1% | +38.6% | +84.7% |
| YTD | +38.9% | +115.0% | -76.2% | +12.2% |
| 1Y | +72.0% | +81.6% | -9.6% | +45.2% |
| 3Y | +217.1% | +279.1% | -62.0% | +114.9% |
| 5Y | +130.6% | +170.6% | -40.0% | +58.9% |
| All | +33.9% | +288.8% | -254.9% | -6.3% |
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