+278.9%
CAKE vs OUST
-64.1%
+343.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +14.0% | -17.6% | -4.7% |
| 7D | -5.2% | +17.0% | -22.2% | -6.6% |
| 30D | -0.2% | -16.5% | +16.3% | +0.8% |
| 3M | -0.2% | -23.7% | +23.4% | +1.2% |
| 6M | +77.5% | +18.4% | +59.1% | +68.4% |
| YTD | +114.1% | +60.8% | +53.3% | +95.5% |
| 1Y | +131.6% | +44.2% | +87.4% | +112.9% |
| 3Y | +271.4% | +668.1% | -396.7% | +161.7% |
| 5Y | +157.5% | -48.8% | +206.4% | +114.1% |
| All | +278.9% | -64.1% | +343.1% | +215.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling