+78.5%
CAKE vs OUST
+29.4%
+49.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | 0.0% | -3.3% |
| 7D | -4.6% | +4.0% | -8.6% | -4.6% |
| 30D | -6.6% | -14.0% | +7.4% | -6.3% |
| 3M | +52.9% | -5.9% | +58.8% | +52.4% |
| 6M | +65.7% | +76.4% | -10.6% | +58.2% |
| YTD | +107.8% | +67.5% | +40.3% | +99.1% |
| 1Y | +78.5% | +27.1% | +51.4% | +72.0% |
| All | +78.5% | +29.4% | +49.1% | +72.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling