+102.1%
CAKE vs IRE
-97.5%
+199.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.1% | -11.3% | +0.8% |
| 7D | -4.7% | -15.1% | +10.4% | -4.6% |
| 30D | +0.9% | -71.4% | +72.2% | +1.2% |
| 3M | -2.7% | -81.2% | +78.4% | -2.3% |
| 6M | +81.2% | -93.7% | +174.9% | +84.6% |
| YTD | +120.6% | -92.2% | +212.8% | +120.2% |
| 1Y | +142.7% | -97.3% | +240.0% | +142.8% |
| All | +102.1% | -97.5% | +199.6% | +101.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling