+151.5%
CAKE vs ITUB
+220.1%
-68.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.4% |
| 7D | -4.5% | +2.2% | -6.7% | -5.3% |
| 30D | -12.4% | +12.6% | -25.1% | -16.0% |
| 3M | +37.3% | +6.4% | +30.9% | +33.8% |
| 6M | +70.7% | +0.6% | +70.1% | +69.3% |
| YTD | +106.0% | +18.8% | +87.1% | +92.3% |
| 1Y | +79.7% | +31.0% | +48.6% | +61.5% |
| 3Y | +267.8% | +118.1% | +149.7% | +169.9% |
| 5Y | +159.9% | +193.0% | -33.1% | +60.9% |
| All | +151.5% | +220.1% | -68.6% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 10y: compounded portfolio wealth divided by compounded ITUB 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…
10y analysis · Full analysis span regression · 6 months rolling