-46.6%
COIN vs CAKE
+99.7%
-146.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +0.8% |
| 7D | -5.1% | -4.5% | -0.5% | -2.2% |
| 30D | +17.6% | -12.4% | +30.0% | +26.9% |
| 3M | +9.2% | +37.3% | -28.1% | -14.9% |
| 6M | -11.8% | +70.7% | -82.5% | -41.9% |
| YTD | -22.5% | +106.0% | -128.5% | -55.9% |
| 1Y | -45.9% | +79.7% | -125.6% | -66.3% |
| 3Y | +117.4% | +267.8% | -150.4% | -23.4% |
| 5Y | -29.4% | +159.9% | -189.3% | -72.7% |
| All | -46.6% | +99.7% | -146.3% | -80.0% |
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 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