+353.6%
CAKE vs GWRE
+741.3%
-387.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | -4.5% | -13.2% | +8.7% | -1.4% |
| 30D | -12.4% | -18.6% | +6.1% | -9.2% |
| 3M | +37.3% | +18.9% | +18.4% | +29.3% |
| 6M | +70.7% | -11.0% | +81.7% | +69.4% |
| YTD | +106.0% | -29.9% | +135.9% | +115.4% |
| 1Y | +79.7% | -44.3% | +124.0% | +99.8% |
| 3Y | +267.8% | +51.7% | +216.1% | +198.4% |
| 5Y | +159.9% | +15.4% | +144.5% | +119.4% |
| 10Y | +154.3% | +129.4% | +24.9% | +83.9% |
| All | +353.6% | +741.3% | -387.7% | +219.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling