+27.3%
ODFL vs CAKE
+157.8%
-130.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.9% |
| 7D | -3.3% | -4.5% | +1.3% | -1.8% |
| 30D | -15.3% | -12.4% | -2.8% | -11.8% |
| 3M | -27.3% | +37.3% | -64.7% | -35.3% |
| 6M | -4.5% | +70.7% | -75.2% | -21.3% |
| YTD | +15.1% | +106.0% | -90.8% | -10.9% |
| 1Y | +21.1% | +79.7% | -58.6% | -2.4% |
| 3Y | -14.1% | +267.8% | -281.9% | -45.9% |
| All | +27.3% | +157.8% | -130.5% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling