+2,098.5%
NKE vs CAKE
+3,831.8%
-1,733.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | -4.2% | -4.5% | +0.4% | -3.2% |
| 30D | -8.2% | -12.4% | +4.2% | -5.6% |
| 3M | -19.1% | +37.3% | -56.4% | -25.0% |
| 6M | -32.6% | +70.7% | -103.4% | -40.7% |
| YTD | -40.7% | +106.0% | -146.7% | -50.1% |
| 1Y | -48.9% | +79.7% | -128.5% | -55.7% |
| 3Y | -59.2% | +267.8% | -327.0% | -70.2% |
| 5Y | -75.3% | +159.9% | -235.2% | -81.1% |
| 10Y | -23.1% | +154.3% | -177.4% | -47.1% |
| All | +2,098.5% | +3,831.8% | -1,733.4% | +791.1% |
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