+487.6%
CAKE vs ITUB
+1,957.3%
-1,469.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.7% | -5.1% | -3.1% |
| 7D | -5.6% | +1.0% | -6.6% | -5.9% |
| 30D | -10.5% | +10.7% | -21.2% | -13.1% |
| 3M | +43.6% | +10.1% | +33.6% | +39.4% |
| 6M | +63.0% | -0.1% | +63.2% | +62.3% |
| YTD | +102.9% | +18.4% | +84.5% | +92.2% |
| 1Y | +75.6% | +31.3% | +44.4% | +61.2% |
| 3Y | +257.7% | +124.6% | +133.1% | +178.2% |
| 5Y | +156.0% | +192.0% | -36.0% | +78.4% |
| 10Y | +150.5% | +216.0% | -65.4% | +62.4% |
| All | +487.6% | +1,957.3% | -1,469.7% | +182.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling