+288.3%
CAKE vs OUST
-65.5%
+353.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -8.5% | +11.3% | +3.4% |
| 7D | +2.5% | -3.8% | +6.3% | +2.7% |
| 30D | -3.1% | +5.1% | -8.1% | -3.9% |
| 3M | -2.2% | -25.8% | +23.6% | -0.6% |
| 6M | +94.1% | -2.0% | +96.1% | +88.3% |
| YTD | +119.4% | +54.7% | +64.7% | +100.9% |
| 1Y | +141.4% | +48.8% | +92.6% | +121.1% |
| 3Y | +273.6% | +607.8% | -334.3% | +165.6% |
| 5Y | +177.7% | -52.7% | +230.4% | +131.9% |
| All | +288.3% | -65.5% | +353.8% | +223.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling