+2,225.8%
CBRE vs CAKE
+407.1%
+1,818.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.4% | -3.6% |
| 7D | -1.5% | -1.1% | -0.5% | -1.0% |
| 30D | -4.0% | +0.4% | -4.4% | -4.8% |
| 3M | +8.0% | +59.9% | -51.9% | -17.6% |
| 6M | +4.0% | +75.1% | -71.1% | -25.3% |
| YTD | -11.5% | +115.0% | -126.6% | -43.5% |
| 1Y | -13.0% | +81.6% | -94.6% | -39.5% |
| 3Y | +66.9% | +279.1% | -212.2% | -27.5% |
| 5Y | +45.0% | +170.6% | -125.6% | -31.0% |
| 10Y | +385.0% | +160.3% | +224.7% | +68.4% |
| All | +2,225.8% | +407.1% | +1,818.7% | +182.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling