+164.7%
COPX vs CAKE
+157.8%
+6.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | -2.3% | -4.5% | +2.2% | -1.3% |
| 30D | +0.3% | -12.4% | +12.7% | +3.2% |
| 3M | +6.8% | +37.3% | -30.5% | -1.3% |
| 6M | +7.9% | +70.7% | -62.8% | -5.7% |
| YTD | +23.7% | +106.0% | -82.2% | +3.2% |
| 1Y | +71.5% | +79.7% | -8.1% | +47.3% |
| 3Y | +149.1% | +267.8% | -118.7% | +77.9% |
| All | +164.7% | +157.8% | +6.9% | +90.1% |
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 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