+79.3%
CAKE vs GWRE
-25.4%
+104.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -19.9% | +20.3% | +0.7% |
| 7D | -4.0% | -21.1% | +17.1% | -3.6% |
| 30D | +2.4% | +1.3% | +1.1% | +2.2% |
| 3M | +69.0% | +7.4% | +61.5% | +68.2% |
| 6M | +69.3% | +5.6% | +63.7% | +68.3% |
| YTD | +115.8% | -19.2% | +135.0% | +118.4% |
| 1Y | +79.3% | -25.1% | +104.5% | +85.1% |
| All | +79.3% | -25.4% | +104.7% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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