+281.8%
CAKE vs OUST
-62.4%
+344.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.1% |
| 3M | +69.0% | -22.6% | +91.6% | +69.3% |
| 6M | +69.3% | +62.8% | +6.5% | +56.2% |
| YTD | +115.8% | +68.3% | +47.4% | +97.5% |
| 1Y | +79.3% | +28.5% | +50.8% | +66.1% |
| 3Y | +262.0% | +554.0% | -292.0% | +160.4% |
| 5Y | +165.7% | -56.2% | +221.9% | +122.9% |
| All | +281.8% | -62.4% | +344.3% | +218.3% |
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