-41.2%
NCLH vs CAKE
+294.2%
-335.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -0.3% |
| 7D | -6.5% | -5.6% | -0.9% | -2.8% |
| 30D | -22.1% | -10.5% | -11.6% | -16.4% |
| 3M | -18.7% | +43.6% | -62.3% | -37.8% |
| 6M | -28.4% | +63.0% | -91.5% | -50.3% |
| YTD | -34.7% | +102.9% | -137.6% | -61.2% |
| 1Y | -42.7% | +75.6% | -118.3% | -62.7% |
| 3Y | -10.6% | +257.7% | -268.3% | -65.5% |
| 5Y | -40.7% | +156.0% | -196.7% | -71.5% |
| 10Y | -57.8% | +150.5% | -208.3% | -84.5% |
| All | -41.2% | +294.2% | -335.4% | -79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling