+1,065.2%
NRG vs CAKE
+155.4%
+909.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.3% |
| 7D | -4.7% | -4.5% | -0.1% | -3.7% |
| 30D | -6.0% | -12.4% | +6.5% | -3.5% |
| 3M | -8.0% | +37.3% | -45.3% | -14.4% |
| 6M | -23.2% | +70.7% | -93.9% | -32.1% |
| YTD | -28.1% | +106.0% | -134.0% | -39.1% |
| 1Y | -27.3% | +79.7% | -106.9% | -36.9% |
| 3Y | +208.7% | +267.8% | -59.1% | +129.3% |
| 5Y | +197.7% | +159.9% | +37.8% | +128.9% |
| All | +1,065.2% | +155.4% | +909.7% | +633.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling