+3,774.8%
OMC vs CAKE
+3,772.9%
+1.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.8% | +2.0% |
| 7D | -6.2% | -5.6% | -0.6% | -5.0% |
| 30D | -7.6% | -10.5% | +3.0% | -5.4% |
| 3M | +7.4% | +43.6% | -36.2% | -2.0% |
| 6M | +0.1% | +63.0% | -62.9% | -11.7% |
| YTD | +0.4% | +102.9% | -102.5% | -16.3% |
| 1Y | +7.8% | +75.6% | -67.9% | -7.3% |
| 3Y | +11.8% | +257.7% | -245.9% | -20.2% |
| 5Y | +32.5% | +156.0% | -123.5% | -1.0% |
| 10Y | +34.2% | +150.5% | -116.3% | -8.7% |
| All | +3,774.8% | +3,772.9% | +1.9% | +1,540.3% |
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