+146.1%
CAKE vs IRE
-97.6%
+243.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -23.2% | +27.9% | +4.7% |
| 7D | +9.1% | -46.8% | +56.0% | +9.3% |
| 30D | +5.8% | -75.5% | +81.3% | +6.4% |
| 3M | +9.3% | -79.4% | +88.7% | +10.0% |
| 6M | +96.1% | -91.3% | +187.4% | +99.1% |
| YTD | +131.4% | -90.8% | +222.3% | +129.9% |
| 1Y | +146.1% | -97.7% | +243.8% | +148.3% |
| All | +146.1% | -97.6% | +243.6% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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