+25.7%
ODFL vs CAKE
+76.8%
-51.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -6.3% | -4.0% | -2.3% | -5.1% |
| 30D | -13.6% | +2.4% | -16.0% | -14.8% |
| 3M | -24.2% | +69.0% | -93.1% | -40.1% |
| 6M | -13.8% | +69.3% | -83.1% | -32.3% |
| YTD | +19.0% | +115.8% | -96.7% | -17.2% |
| 1Y | +25.7% | +79.3% | -53.7% | -9.7% |
| All | +25.7% | +76.8% | -51.1% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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