+9,290.5%
FTNT vs CAKE
+585.8%
+8,704.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.1% |
| 7D | -0.1% | -4.5% | +4.4% | +1.0% |
| 30D | -3.0% | -12.4% | +9.5% | -0.1% |
| 3M | +7.6% | +37.3% | -29.8% | -1.5% |
| 6M | +87.0% | +70.7% | +16.2% | +61.1% |
| YTD | +96.5% | +106.0% | -9.4% | +60.5% |
| 1Y | +92.9% | +79.7% | +13.3% | +62.6% |
| 3Y | +139.8% | +267.8% | -127.9% | +62.6% |
| 5Y | +151.3% | +159.9% | -8.6% | +80.4% |
| 10Y | +2,082.2% | +154.3% | +1,927.8% | +1,226.4% |
| All | +9,290.5% | +585.8% | +8,704.7% | +3,516.1% |
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