-24.5%
BRO vs CAKE
+76.8%
-101.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.6% |
| 7D | -2.6% | -4.0% | +1.4% | -1.9% |
| 30D | +0.9% | +2.4% | -1.5% | +0.4% |
| 3M | +24.8% | +69.0% | -44.2% | +15.6% |
| 6M | -0.1% | +69.3% | -69.4% | -7.8% |
| YTD | -9.7% | +115.8% | -125.5% | -20.7% |
| 1Y | -24.5% | +79.3% | -103.8% | -30.8% |
| All | -24.5% | +76.8% | -101.3% | -30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling