+30.2%
OMC vs CAKE
+157.8%
-127.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.9% |
| 7D | -4.4% | -4.5% | +0.2% | -3.3% |
| 30D | -7.6% | -12.4% | +4.8% | -4.8% |
| 3M | +4.5% | +37.3% | -32.8% | -4.3% |
| 6M | -0.3% | +70.7% | -71.0% | -14.1% |
| YTD | -0.1% | +106.0% | -106.1% | -19.0% |
| 1Y | +4.6% | +79.7% | -75.0% | -12.0% |
| 3Y | +10.5% | +267.8% | -257.3% | -26.1% |
| All | +30.2% | +157.8% | -127.6% | -9.0% |
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