-31.7%
NKE vs CAKE
+147.7%
-179.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.7% | +0.5% | +4.0% |
| 7D | +9.0% | +9.1% | -0.1% | +6.6% |
| 30D | +19.2% | +5.8% | +13.4% | +17.5% |
| 3M | -1.5% | +9.3% | -10.8% | -4.1% |
| 6M | -4.2% | +96.1% | -100.3% | -20.8% |
| YTD | -34.8% | +131.4% | -166.2% | -49.2% |
| 1Y | -31.7% | +146.1% | -177.8% | -48.5% |
| All | -31.7% | +147.7% | -179.4% | -48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling