+2,060.9%
FTI vs CAKE
+737.4%
+1,323.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.5% |
| 7D | -4.4% | -4.5% | +0.2% | -2.9% |
| 30D | +1.5% | -12.4% | +13.9% | +5.8% |
| 3M | +8.2% | +37.3% | -29.1% | -4.1% |
| 6M | +18.8% | +70.7% | -51.9% | -3.2% |
| YTD | +71.7% | +106.0% | -34.3% | +30.4% |
| 1Y | +90.0% | +79.7% | +10.4% | +50.5% |
| 3Y | +270.5% | +267.8% | +2.7% | +119.3% |
| 5Y | +1,084.5% | +159.9% | +924.6% | +643.7% |
| 10Y | +302.9% | +154.3% | +148.6% | +123.4% |
| All | +2,060.9% | +737.4% | +1,323.4% | +561.6% |
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