+9,497.3%
NOC vs CAKE
+3,831.8%
+5,665.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | +0.8% | -4.5% | +5.3% | +1.3% |
| 30D | -9.7% | -12.4% | +2.7% | -8.4% |
| 3M | -5.6% | +37.3% | -43.0% | -9.4% |
| 6M | -28.6% | +70.7% | -99.3% | -33.3% |
| YTD | -7.9% | +106.0% | -113.9% | -15.9% |
| 1Y | -9.5% | +79.7% | -89.2% | -16.2% |
| 3Y | +28.4% | +267.8% | -239.4% | +7.4% |
| 5Y | +59.0% | +159.9% | -100.9% | +35.2% |
| 10Y | +191.3% | +154.3% | +36.9% | +130.6% |
| All | +9,497.3% | +3,831.8% | +5,665.5% | +5,440.7% |
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