+1,845.4%
OXY vs CAKE
+3,772.9%
-1,927.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.8% |
| 7D | +1.4% | -5.6% | +7.0% | +2.7% |
| 30D | +4.0% | -10.5% | +14.6% | +6.4% |
| 3M | +7.6% | +43.6% | -36.0% | -1.6% |
| 6M | +16.2% | +63.0% | -46.8% | +2.4% |
| YTD | +50.8% | +102.9% | -52.1% | +26.0% |
| 1Y | +34.7% | +75.6% | -40.9% | +16.0% |
| 3Y | -1.0% | +257.7% | -258.7% | -29.5% |
| 5Y | +163.2% | +156.0% | +7.2% | +94.7% |
| 10Y | +5.5% | +150.5% | -145.0% | -26.3% |
| All | +1,845.4% | +3,772.9% | -1,927.4% | +831.3% |
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