+6.4%
OXY vs CAKE
+155.4%
-149.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | 0.0% |
| 7D | +2.8% | -4.5% | +7.4% | +4.4% |
| 30D | +5.5% | -12.4% | +17.9% | +9.9% |
| 3M | +11.3% | +37.3% | -26.0% | -1.2% |
| 6M | +11.6% | +70.7% | -59.1% | -9.4% |
| YTD | +51.6% | +106.0% | -54.4% | +14.2% |
| 1Y | +36.2% | +79.7% | -43.4% | +7.3% |
| 3Y | +1.7% | +267.8% | -266.1% | -41.7% |
| 5Y | +164.5% | +159.9% | +4.6% | +61.1% |
| All | +6.4% | +155.4% | -149.0% | -46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling