-58.0%
NCLH vs CAKE
+155.4%
-213.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +0.7% |
| 7D | -4.8% | -4.5% | -0.3% | -1.7% |
| 30D | -21.7% | -12.4% | -9.2% | -14.5% |
| 3M | -22.2% | +37.3% | -59.6% | -39.1% |
| 6M | -27.5% | +70.7% | -98.2% | -51.7% |
| YTD | -33.6% | +106.0% | -139.6% | -61.5% |
| 1Y | -45.0% | +79.7% | -124.6% | -65.1% |
| 3Y | -11.0% | +267.8% | -278.8% | -67.3% |
| 5Y | -39.7% | +159.9% | -199.6% | -71.9% |
| All | -58.0% | +155.4% | -213.4% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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