+209.9%
FXI vs CAKE
+385.0%
-175.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.4% |
| 7D | -2.8% | -4.6% | +1.8% | -1.6% |
| 30D | -5.3% | -6.6% | +1.2% | -3.9% |
| 3M | +0.3% | +52.9% | -52.6% | -10.6% |
| 6M | -4.6% | +65.7% | -70.3% | -17.2% |
| YTD | -9.1% | +107.8% | -116.9% | -25.8% |
| 1Y | -12.0% | +78.5% | -90.4% | -25.5% |
| 3Y | +38.6% | +266.4% | -227.7% | -6.0% |
| 5Y | -6.6% | +159.6% | -166.2% | -33.6% |
| 10Y | +15.0% | +156.6% | -141.6% | -32.1% |
| All | +209.9% | +385.0% | -175.2% | +4.2% |
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