+31.1%
OMC vs CAKE
+155.4%
-124.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.0% |
| 7D | -4.4% | -4.5% | +0.2% | -3.1% |
| 30D | -7.6% | -12.4% | +4.8% | -4.3% |
| 3M | +4.5% | +37.3% | -32.8% | -5.5% |
| 6M | -0.3% | +70.7% | -71.0% | -15.7% |
| YTD | -0.1% | +106.0% | -106.1% | -20.8% |
| 1Y | +4.6% | +79.7% | -75.0% | -13.8% |
| 3Y | +10.5% | +267.8% | -257.3% | -28.6% |
| 5Y | +31.7% | +159.9% | -128.2% | -9.7% |
| All | +31.1% | +155.4% | -124.3% | -26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling