+42.4%
CBRE vs CAKE
+152.3%
-109.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.5% |
| 7D | -7.2% | -5.6% | -1.6% | -5.6% |
| 30D | -6.4% | -10.5% | +4.1% | -3.5% |
| 3M | +2.9% | +43.6% | -40.7% | -8.8% |
| 6M | +2.5% | +63.0% | -60.5% | -13.2% |
| YTD | -14.2% | +102.9% | -117.1% | -32.5% |
| 1Y | -15.1% | +75.6% | -90.8% | -30.3% |
| 3Y | +61.9% | +257.7% | -195.8% | +2.2% |
| 5Y | +42.4% | +156.0% | -113.6% | -6.1% |
| All | +42.4% | +152.3% | -109.9% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling