-15.3%
CBRE vs CAKE
+78.0%
-93.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.5% |
| 7D | -5.0% | -4.5% | -0.4% | -4.1% |
| 30D | -4.7% | -12.4% | +7.8% | -2.4% |
| 3M | +6.5% | +37.3% | -30.8% | -1.1% |
| 6M | +6.1% | +70.7% | -64.7% | -7.4% |
| YTD | -12.6% | +106.0% | -118.6% | -28.4% |
| 1Y | -15.3% | +79.7% | -95.0% | -27.0% |
| All | -15.3% | +78.0% | -93.3% | -27.0% |
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