+3,651.5%
CAKE vs NTRS
+3,820.9%
-169.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +1.0% |
| 7D | -4.5% | +1.4% | -5.9% | -5.1% |
| 30D | -12.4% | -0.7% | -11.8% | -12.2% |
| 3M | +37.3% | +11.3% | +26.0% | +30.3% |
| 6M | +70.7% | +35.5% | +35.2% | +47.4% |
| YTD | +106.0% | +40.6% | +65.4% | +74.4% |
| 1Y | +79.7% | +49.2% | +30.4% | +47.7% |
| 3Y | +267.8% | +167.2% | +100.5% | +127.3% |
| 5Y | +159.9% | +94.9% | +65.0% | +82.1% |
| 10Y | +154.3% | +259.5% | -105.1% | +40.4% |
| All | +3,651.5% | +3,820.9% | -169.4% | +917.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling