+5,555.9%
COF vs CAKE
+3,739.5%
+1,816.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | 0.0% |
| 7D | -5.1% | -4.5% | -0.6% | -3.4% |
| 30D | -6.0% | -12.4% | +6.4% | -1.1% |
| 3M | +14.8% | +37.3% | -22.5% | -0.3% |
| 6M | +15.3% | +70.7% | -55.4% | -9.0% |
| YTD | -13.0% | +106.0% | -119.0% | -36.8% |
| 1Y | -5.7% | +79.7% | -85.4% | -27.9% |
| 3Y | +118.1% | +267.8% | -149.6% | +20.9% |
| 5Y | +46.2% | +159.9% | -113.7% | -10.3% |
| 10Y | +246.1% | +154.3% | +91.7% | +83.3% |
| All | +5,555.9% | +3,739.5% | +1,816.4% | +1,231.5% |
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