+267.8%
CAKE vs OUST
-62.6%
+330.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | 0.0% | -3.1% |
| 7D | -4.6% | +4.0% | -8.6% | -4.9% |
| 30D | -6.6% | -14.0% | +7.4% | -5.5% |
| 3M | +52.9% | -5.9% | +58.8% | +50.8% |
| 6M | +65.7% | +76.4% | -10.6% | +51.8% |
| YTD | +107.8% | +67.5% | +40.3% | +90.3% |
| 1Y | +78.5% | +27.1% | +51.4% | +65.5% |
| 3Y | +266.4% | +619.0% | -352.7% | +161.1% |
| 5Y | +159.6% | -54.9% | +214.6% | +117.7% |
| All | +267.8% | -62.6% | +330.4% | +206.7% |
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