+3,802.4%
COP vs CAKE
+4,004.5%
-202.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -0.8% | -1.1% | +0.2% | -0.6% |
| 30D | +15.6% | +0.4% | +15.2% | +15.4% |
| 3M | +14.3% | +59.9% | -45.6% | +4.3% |
| 6M | +17.0% | +75.1% | -58.1% | +4.3% |
| YTD | +47.4% | +115.0% | -67.6% | +26.2% |
| 1Y | +52.4% | +81.6% | -29.2% | +34.3% |
| 3Y | +20.8% | +279.1% | -258.3% | -9.1% |
| 5Y | +191.7% | +170.6% | +21.0% | +125.9% |
| 10Y | +325.1% | +160.3% | +164.8% | +206.4% |
| All | +3,802.4% | +4,004.5% | -202.1% | +1,941.9% |
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