+338.5%
COP vs CAKE
+155.4%
+183.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | +2.3% | -4.5% | +6.8% | +3.5% |
| 30D | +8.6% | -12.4% | +21.1% | +12.2% |
| 3M | +19.9% | +37.3% | -17.5% | +9.6% |
| 6M | +19.0% | +70.7% | -51.7% | +1.7% |
| YTD | +50.0% | +106.0% | -56.0% | +21.0% |
| 1Y | +50.5% | +79.7% | -29.1% | +25.6% |
| 3Y | +25.2% | +267.8% | -242.6% | -17.6% |
| 5Y | +194.3% | +159.9% | +34.4% | +103.1% |
| All | +338.5% | +155.4% | +183.1% | +136.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling