+19.4%
BRO vs CAKE
+157.8%
-138.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | -7.3% | -4.5% | -2.8% | -6.6% |
| 30D | -6.9% | -12.4% | +5.6% | -4.7% |
| 3M | +10.7% | +37.3% | -26.7% | +4.4% |
| 6M | -2.7% | +70.7% | -73.4% | -11.8% |
| YTD | -16.3% | +106.0% | -122.3% | -27.0% |
| 1Y | -29.1% | +79.7% | -108.7% | -36.7% |
| 3Y | -7.8% | +267.8% | -275.6% | -29.3% |
| All | +19.4% | +157.8% | -138.4% | -6.0% |
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