+151.5%
CAKE vs COO
+17.0%
+134.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | -4.5% | -22.5% | +18.0% | +6.8% |
| 30D | -12.4% | -29.7% | +17.3% | +2.6% |
| 3M | +37.3% | -20.1% | +57.5% | +51.2% |
| 6M | +70.7% | -26.9% | +97.6% | +95.3% |
| YTD | +106.0% | -34.2% | +140.2% | +147.4% |
| 1Y | +79.7% | -21.3% | +100.9% | +97.2% |
| 3Y | +267.8% | -38.7% | +306.4% | +333.6% |
| 5Y | +159.9% | -52.2% | +212.1% | +243.5% |
| All | +151.5% | +17.0% | +134.5% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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