+75.8%
NSC vs CAKE
+264.8%
-189.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +1.9% | -0.6% |
| 7D | -2.0% | -4.6% | +2.5% | -1.0% |
| 30D | -3.2% | -6.6% | +3.4% | -1.9% |
| 3M | +3.9% | +52.9% | -49.0% | -7.1% |
| 6M | +7.8% | +65.7% | -58.0% | -6.1% |
| YTD | +13.4% | +107.8% | -94.4% | -7.7% |
| 1Y | +20.3% | +78.5% | -58.2% | +2.0% |
| All | +75.8% | +264.8% | -189.0% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling