+168.6%
CAKE vs OUST
-56.2%
+224.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | -4.0% | +5.2% | -9.2% | -4.4% |
| 30D | +2.4% | -19.3% | +21.7% | +4.2% |
| 3M | +69.0% | -22.6% | +91.6% | +69.3% |
| 6M | +69.3% | +62.8% | +6.5% | +55.1% |
| YTD | +115.8% | +68.3% | +47.4% | +96.0% |
| 1Y | +79.3% | +28.5% | +50.8% | +65.0% |
| 3Y | +262.0% | +554.0% | -292.0% | +149.8% |
| All | +168.6% | -56.2% | +224.8% | +131.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling