+2,072.5%
FTNT vs CAKE
+155.4%
+1,917.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.0% |
| 7D | -0.1% | -4.5% | +4.4% | +0.6% |
| 30D | -3.0% | -12.4% | +9.5% | -0.9% |
| 3M | +7.6% | +37.3% | -29.8% | +1.0% |
| 6M | +87.0% | +70.7% | +16.2% | +67.9% |
| YTD | +96.5% | +106.0% | -9.4% | +69.7% |
| 1Y | +92.9% | +79.7% | +13.3% | +70.6% |
| 3Y | +139.8% | +267.8% | -127.9% | +81.8% |
| 5Y | +151.3% | +159.9% | -8.6% | +97.4% |
| All | +2,072.5% | +155.4% | +1,917.0% | +1,388.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling