+24.2%
NLY vs CAKE
+157.6%
-133.3%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.8% |
| 7D | -4.3% | -2.2% | -2.0% | -3.8% |
| 30D | -6.4% | -7.2% | +0.9% | -5.0% |
| 3M | +2.6% | +40.1% | -37.5% | -5.8% |
| 6M | +6.8% | +84.1% | -77.3% | -8.5% |
| YTD | +4.4% | +110.9% | -106.6% | -13.8% |
| 1Y | +13.2% | +89.4% | -76.2% | -4.3% |
| 3Y | +58.8% | +272.1% | -213.3% | +10.5% |
| 5Y | +24.2% | +163.4% | -139.1% | -12.2% |
| All | +24.2% | +157.6% | -133.3% | -12.2% |
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