-6.8%
CBRE vs CAKE
+147.7%
-154.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.7% | -0.6% | +3.2% |
| 7D | +14.1% | +9.1% | +4.9% | +12.2% |
| 30D | +9.0% | +5.8% | +3.2% | +7.9% |
| 3M | -6.6% | +9.3% | -15.9% | -8.3% |
| 6M | +0.8% | +96.1% | -95.4% | -12.4% |
| YTD | -12.2% | +131.4% | -143.7% | -26.6% |
| 1Y | -6.8% | +146.1% | -152.9% | -24.0% |
| All | -6.8% | +147.7% | -154.5% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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