+5,854.9%
NEE vs CAKE
+3,772.9%
+2,082.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | 0.0% |
| 7D | -1.9% | -5.6% | +3.7% | -1.3% |
| 30D | -3.1% | -10.5% | +7.4% | -2.1% |
| 3M | -2.4% | +43.6% | -46.1% | -6.4% |
| 6M | -8.6% | +63.0% | -71.6% | -13.7% |
| YTD | +4.9% | +102.9% | -98.0% | -3.4% |
| 1Y | +19.4% | +75.6% | -56.2% | +11.4% |
| 3Y | +34.9% | +257.7% | -222.9% | +14.9% |
| 5Y | +11.0% | +156.0% | -145.0% | -3.8% |
| 10Y | +252.3% | +150.5% | +101.8% | +183.8% |
| All | +5,854.9% | +3,772.9% | +2,082.0% | +3,699.9% |
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