-6.5%
FXI vs CAKE
+157.8%
-164.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | -3.9% | -4.5% | +0.7% | -3.1% |
| 30D | -2.1% | -12.4% | +10.3% | 0.0% |
| 3M | -0.5% | +37.3% | -37.8% | -6.2% |
| 6M | -4.5% | +70.7% | -75.3% | -13.9% |
| YTD | -9.2% | +106.0% | -115.2% | -21.2% |
| 1Y | -13.8% | +79.7% | -93.4% | -23.3% |
| 3Y | +36.6% | +267.8% | -231.2% | +2.3% |
| All | -6.5% | +157.8% | -164.3% | -30.6% |
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 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