+113.9%
CAKE vs INVH
+75.4%
+38.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | -4.5% | -3.0% | -1.5% | -2.8% |
| 30D | -12.4% | -7.5% | -4.9% | -8.3% |
| 3M | +37.3% | -5.5% | +42.9% | +41.8% |
| 6M | +70.7% | +11.7% | +59.0% | +59.0% |
| YTD | +106.0% | +1.3% | +104.6% | +102.4% |
| 1Y | +79.7% | -6.1% | +85.7% | +84.4% |
| 3Y | +267.8% | -9.8% | +277.5% | +278.9% |
| 5Y | +159.9% | -19.7% | +179.6% | +180.9% |
| All | +113.9% | +75.4% | +38.5% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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