+45.4%
ORCL vs CAKE
+170.5%
-125.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.5% |
| 7D | +10.4% | -3.8% | +14.2% | +11.1% |
| 30D | -11.2% | -5.2% | -6.0% | -10.6% |
| 3M | -16.8% | -9.2% | -7.6% | -15.7% |
| 6M | -31.5% | +76.6% | -108.1% | -38.3% |
| YTD | -33.9% | +113.6% | -147.5% | -43.2% |
| 1Y | -43.3% | +134.3% | -177.6% | -52.3% |
| 3Y | +16.5% | +271.2% | -254.7% | -12.4% |
| 5Y | +45.4% | +170.3% | -124.9% | +13.0% |
| All | +45.4% | +170.5% | -125.1% | +13.0% |
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