+151.5%
CAKE vs NTRS
+259.9%
-108.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +0.8% |
| 7D | -4.5% | +1.4% | -5.9% | -5.4% |
| 30D | -12.4% | -0.7% | -11.8% | -12.1% |
| 3M | +37.3% | +11.3% | +26.0% | +27.2% |
| 6M | +70.7% | +35.5% | +35.2% | +37.9% |
| YTD | +106.0% | +40.6% | +65.4% | +61.4% |
| 1Y | +79.7% | +49.2% | +30.4% | +34.7% |
| 3Y | +267.8% | +167.2% | +100.5% | +77.4% |
| 5Y | +159.9% | +94.9% | +65.0% | +50.5% |
| All | +151.5% | +259.9% | -108.5% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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