+12,660.2%
OKE vs CAKE
+3,831.8%
+8,828.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | +1.2% | -4.5% | +5.8% | +2.2% |
| 30D | +4.5% | -12.4% | +16.9% | +7.1% |
| 3M | +9.6% | +37.3% | -27.7% | +2.5% |
| 6M | +15.4% | +70.7% | -55.3% | +2.7% |
| YTD | +36.5% | +106.0% | -69.5% | +16.5% |
| 1Y | +39.0% | +79.7% | -40.7% | +21.6% |
| 3Y | +74.3% | +267.8% | -193.5% | +29.5% |
| 5Y | +141.2% | +159.9% | -18.7% | +86.4% |
| 10Y | +262.1% | +154.3% | +107.7% | +161.2% |
| All | +12,660.2% | +3,831.8% | +8,828.4% | +6,230.2% |
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