+193.6%
COP vs CAKE
+152.3%
+41.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.7% | +0.7% |
| 7D | +1.0% | -5.6% | +6.6% | +1.6% |
| 30D | +9.6% | -10.5% | +20.1% | +10.9% |
| 3M | +15.0% | +43.6% | -28.6% | +10.0% |
| 6M | +21.8% | +63.0% | -41.3% | +14.2% |
| YTD | +49.6% | +102.9% | -53.3% | +35.8% |
| 1Y | +49.9% | +75.6% | -25.8% | +38.6% |
| 3Y | +22.6% | +257.7% | -235.1% | +2.9% |
| 5Y | +193.6% | +156.0% | +37.6% | +155.5% |
| All | +193.6% | +152.3% | +41.3% | +155.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling