-16.5%
OTIS vs CAKE
+157.8%
-174.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.5% |
| 7D | -3.0% | -4.5% | +1.6% | -2.2% |
| 30D | -6.0% | -12.4% | +6.4% | -4.1% |
| 3M | -0.9% | +37.3% | -38.2% | -6.1% |
| 6M | -17.3% | +70.7% | -88.0% | -24.7% |
| YTD | -19.6% | +106.0% | -125.5% | -29.1% |
| 1Y | -21.0% | +79.7% | -100.7% | -29.0% |
| 3Y | -12.1% | +267.8% | -279.9% | -32.6% |
| All | -16.5% | +157.8% | -174.3% | -35.0% |
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