-10.1%
OTIS vs CAKE
+147.7%
-157.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.7% | -0.8% | +3.1% |
| 7D | +9.5% | +9.1% | +0.4% | +7.9% |
| 30D | +21.1% | +5.8% | +15.3% | +19.8% |
| 3M | +9.0% | +9.3% | -0.3% | +7.3% |
| 6M | +6.4% | +96.1% | -89.7% | -5.0% |
| YTD | -7.1% | +131.4% | -138.6% | -20.9% |
| 1Y | -10.1% | +146.1% | -156.2% | -25.2% |
| All | -10.1% | +147.7% | -157.8% | -25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling