+1,242.0%
NLY vs CAKE
+2,355.9%
-1,113.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | -4.0% | -4.5% | +0.5% | -3.1% |
| 30D | -5.2% | -12.4% | +7.2% | -2.8% |
| 3M | +2.8% | +37.3% | -34.5% | -4.3% |
| 6M | +4.2% | +70.7% | -66.5% | -7.5% |
| YTD | +4.7% | +106.0% | -101.3% | -10.9% |
| 1Y | +12.7% | +79.7% | -66.9% | -1.5% |
| 3Y | +62.5% | +267.8% | -205.2% | +20.1% |
| 5Y | +26.3% | +159.9% | -133.6% | -2.7% |
| 10Y | +81.0% | +154.3% | -73.4% | +25.4% |
| All | +1,242.0% | +2,355.9% | -1,113.9% | +420.2% |
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 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