+3,684.7%
CAKE vs COO
+8,578.3%
-4,893.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.2% | +2.9% | -2.7% |
| 7D | -4.6% | -9.0% | +4.4% | -3.6% |
| 30D | -6.6% | -16.8% | +10.3% | -4.8% |
| 3M | +52.9% | -7.5% | +60.4% | +54.1% |
| 6M | +65.7% | -16.3% | +82.0% | +68.7% |
| YTD | +107.8% | -22.5% | +130.4% | +113.2% |
| 1Y | +78.5% | -7.0% | +85.5% | +79.7% |
| 3Y | +266.4% | -27.5% | +293.8% | +276.0% |
| 5Y | +159.6% | -43.3% | +202.9% | +172.4% |
| 10Y | +156.6% | +37.6% | +119.0% | +151.4% |
| All | +3,684.7% | +8,578.3% | -4,893.6% | +3,300.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling