+150.5%
CAKE vs NTR
+97.9%
+52.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | -4.5% | -1.3% | -3.3% | -4.1% |
| 30D | -12.4% | +16.8% | -29.2% | -17.5% |
| 3M | +37.3% | +20.7% | +16.6% | +27.2% |
| 6M | +70.7% | +0.5% | +70.2% | +67.4% |
| YTD | +106.0% | +29.2% | +76.8% | +80.7% |
| 1Y | +79.7% | +39.6% | +40.1% | +51.4% |
| 3Y | +267.8% | +37.9% | +229.9% | +204.0% |
| 5Y | +159.9% | +47.1% | +112.8% | +75.4% |
| All | +150.5% | +97.9% | +52.6% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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