-74.7%
NKE vs CAKE
+157.8%
-232.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | 0.0% |
| 7D | -4.2% | -4.5% | +0.4% | -2.7% |
| 30D | -8.2% | -12.4% | +4.2% | -4.4% |
| 3M | -19.1% | +37.3% | -56.4% | -27.8% |
| 6M | -32.6% | +70.7% | -103.4% | -44.4% |
| YTD | -40.7% | +106.0% | -146.7% | -54.3% |
| 1Y | -48.9% | +79.7% | -128.5% | -58.8% |
| 3Y | -59.2% | +267.8% | -327.0% | -74.6% |
| All | -74.7% | +157.8% | -232.5% | -84.0% |
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