+287.2%
CAKE vs OUST
-60.6%
+347.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -1.0% | +31.9% | -32.9% | -3.4% |
| 30D | +0.6% | -4.2% | +4.8% | +0.5% |
| 3M | -1.6% | -9.3% | +7.7% | -1.6% |
| 6M | +78.3% | +51.7% | +26.7% | +65.8% |
| YTD | +118.8% | +76.6% | +42.2% | +98.3% |
| 1Y | +140.3% | +48.9% | +91.4% | +120.6% |
| 3Y | +280.3% | +675.3% | -395.0% | +168.6% |
| 5Y | +171.9% | -44.0% | +216.0% | +124.4% |
| All | +287.2% | -60.6% | +347.8% | +219.5% |
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