-41.4%
NCLH vs CAKE
+157.8%
-199.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +0.6% |
| 7D | -4.8% | -4.5% | -0.3% | -1.6% |
| 30D | -21.7% | -12.4% | -9.2% | -14.2% |
| 3M | -22.2% | +37.3% | -59.6% | -40.1% |
| 6M | -27.5% | +70.7% | -98.2% | -53.2% |
| YTD | -33.6% | +106.0% | -139.6% | -63.2% |
| 1Y | -45.0% | +79.7% | -124.6% | -66.3% |
| 3Y | -11.0% | +267.8% | -278.8% | -71.4% |
| All | -41.4% | +157.8% | -199.2% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling