+136.7%
CAKE vs NIO
-36.8%
+173.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | -1.1% | -6.7% | +5.6% | -0.5% |
| 30D | +0.4% | -20.0% | +20.5% | +2.2% |
| 3M | +59.9% | -30.5% | +90.4% | +64.5% |
| 6M | +75.1% | -20.7% | +95.8% | +77.1% |
| YTD | +115.0% | -25.7% | +140.7% | +118.4% |
| 1Y | +81.6% | -38.6% | +120.2% | +86.5% |
| 3Y | +279.1% | -62.3% | +341.4% | +291.8% |
| 5Y | +170.6% | -90.1% | +260.7% | +196.5% |
| All | +136.7% | -36.8% | +173.6% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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