+183.7%
COPX vs CAKE
+372.4%
-188.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.5% |
| 7D | -2.3% | -4.5% | +2.2% | -1.0% |
| 30D | +0.3% | -12.4% | +12.7% | +4.1% |
| 3M | +6.8% | +37.3% | -30.5% | -3.6% |
| 6M | +7.9% | +70.7% | -62.8% | -9.3% |
| YTD | +23.7% | +106.0% | -82.2% | -1.9% |
| 1Y | +71.5% | +79.7% | -8.1% | +41.1% |
| 3Y | +149.1% | +267.8% | -118.7% | +60.1% |
| 5Y | +167.3% | +159.9% | +7.4% | +81.3% |
| 10Y | +568.5% | +154.3% | +414.2% | +276.5% |
| All | +183.7% | +372.4% | -188.7% | -0.8% |
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 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