+1,035.9%
CAKE vs NVMI
+1,965.6%
-929.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.4% |
| 7D | -4.5% | -0.1% | -4.5% | -4.5% |
| 30D | -12.4% | -8.4% | -4.0% | -11.8% |
| 3M | +37.3% | -33.6% | +70.9% | +41.9% |
| 6M | +70.7% | -14.7% | +85.4% | +71.5% |
| YTD | +106.0% | +13.2% | +92.8% | +100.9% |
| 1Y | +79.7% | +29.0% | +50.6% | +72.4% |
| 3Y | +267.8% | +215.0% | +52.8% | +219.3% |
| 5Y | +159.9% | +268.6% | -108.7% | +121.6% |
| 10Y | +154.3% | +3,124.7% | -2,970.4% | +84.2% |
| All | +1,035.9% | +1,965.6% | -929.7% | +602.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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