-52.8%
NRG vs CAKE
+135.2%
-188.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.8% | -3.2% |
| 7D | -17.0% | -2.1% | -14.9% | -16.9% |
| 30D | -21.9% | +2.3% | -24.2% | -21.9% |
| 3M | -32.9% | +5.4% | -38.4% | -32.9% |
| 6M | -48.4% | +82.5% | -130.9% | -50.7% |
| YTD | -48.7% | +122.0% | -170.7% | -52.4% |
| 1Y | -52.8% | +133.9% | -186.7% | -56.7% |
| All | -52.8% | +135.2% | -188.0% | -56.7% |
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 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