+69.1%
OTIS vs CAKE
+507.0%
-437.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.5% |
| 7D | -3.0% | -4.5% | +1.6% | -2.3% |
| 30D | -6.0% | -12.4% | +6.4% | -4.1% |
| 3M | -0.9% | +37.3% | -38.2% | -5.9% |
| 6M | -17.3% | +70.7% | -88.0% | -24.4% |
| YTD | -19.6% | +106.0% | -125.5% | -28.7% |
| 1Y | -21.0% | +79.7% | -100.7% | -28.7% |
| 3Y | -12.1% | +267.8% | -279.9% | -30.7% |
| 5Y | -17.1% | +159.9% | -177.0% | -32.8% |
| All | +69.1% | +507.0% | -437.9% | +11.2% |
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 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