+284.9%
NSC vs CAKE
+131.7%
+153.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -2.3% |
| 7D | +2.5% | +2.5% | 0.0% | +1.8% |
| 30D | +1.7% | -3.1% | +4.8% | +2.3% |
| 3M | -2.6% | -2.2% | -0.3% | -2.5% |
| 6M | +6.4% | +94.1% | -87.6% | -11.7% |
| YTD | +15.5% | +119.4% | -103.9% | -8.0% |
| 1Y | +17.6% | +141.4% | -123.8% | -8.8% |
| 3Y | +75.0% | +273.6% | -198.6% | +18.1% |
| 5Y | +32.2% | +177.7% | -145.5% | -7.3% |
| All | +284.9% | +131.7% | +153.1% | +122.3% |
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