+27,618.2%
ODFL vs CAKE
+3,772.9%
+23,845.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.2% |
| 7D | -2.8% | -5.6% | +2.8% | -1.5% |
| 30D | -13.7% | -10.5% | -3.1% | -11.6% |
| 3M | -23.4% | +43.6% | -67.0% | -29.9% |
| 6M | -7.2% | +63.0% | -70.2% | -17.6% |
| YTD | +15.6% | +102.9% | -87.3% | -2.3% |
| 1Y | +24.2% | +75.6% | -51.5% | +8.2% |
| 3Y | -12.8% | +257.7% | -270.5% | -36.0% |
| 5Y | +27.1% | +156.0% | -128.9% | -2.4% |
| 10Y | +739.9% | +150.5% | +589.4% | +477.0% |
| All | +27,618.2% | +3,772.9% | +23,845.3% | +14,121.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling