+45.3%
NSC vs CAKE
+152.3%
-107.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.5% |
| 7D | -1.4% | -5.6% | +4.2% | -0.2% |
| 30D | -3.4% | -10.5% | +7.1% | -1.3% |
| 3M | +5.1% | +43.6% | -38.6% | -3.2% |
| 6M | +9.2% | +63.0% | -53.8% | -2.5% |
| YTD | +13.4% | +102.9% | -89.5% | -3.9% |
| 1Y | +20.8% | +75.6% | -54.8% | +5.4% |
| 3Y | +76.1% | +257.7% | -181.6% | +31.0% |
| 5Y | +45.3% | +156.0% | -110.7% | +9.4% |
| All | +45.3% | +152.3% | -107.0% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling