+565.2%
COPX vs CAKE
+155.4%
+409.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.5% |
| 7D | -2.3% | -4.5% | +2.2% | -1.2% |
| 30D | +0.3% | -12.4% | +12.7% | +3.5% |
| 3M | +6.8% | +37.3% | -30.5% | -2.0% |
| 6M | +7.9% | +70.7% | -62.8% | -6.6% |
| YTD | +23.7% | +106.0% | -82.2% | +1.9% |
| 1Y | +71.5% | +79.7% | -8.1% | +45.7% |
| 3Y | +149.1% | +267.8% | -118.7% | +73.0% |
| 5Y | +167.3% | +159.9% | +7.4% | +94.2% |
| All | +565.2% | +155.4% | +409.8% | +310.8% |
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