+119.2%
ORLY vs CAKE
+157.8%
-38.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.2% | +0.2% |
| 7D | -2.4% | -4.5% | +2.2% | -1.9% |
| 30D | -6.8% | -12.4% | +5.7% | -5.6% |
| 3M | -4.8% | +37.3% | -42.1% | -8.0% |
| 6M | -9.1% | +70.7% | -79.8% | -14.2% |
| YTD | -5.9% | +106.0% | -111.9% | -13.2% |
| 1Y | -20.4% | +79.7% | -100.1% | -25.6% |
| 3Y | +36.6% | +267.8% | -231.2% | +15.7% |
| All | +119.2% | +157.8% | -38.6% | +85.2% |
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 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