-9.5%
NOC vs CAKE
+78.0%
-87.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | +0.8% | -4.5% | +5.3% | +0.9% |
| 30D | -9.7% | -12.4% | +2.7% | -9.4% |
| 3M | -5.6% | +37.3% | -43.0% | -6.6% |
| 6M | -28.6% | +70.7% | -99.3% | -30.4% |
| YTD | -7.9% | +106.0% | -113.9% | -13.7% |
| 1Y | -9.5% | +79.7% | -89.2% | -15.5% |
| All | -9.5% | +78.0% | -87.6% | -15.5% |
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