+3,691.9%
NSC vs CAKE
+4,018.7%
-326.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -5.5% | -4.0% | -1.5% | -4.6% |
| 30D | -3.2% | +2.4% | -5.6% | -3.9% |
| 3M | +7.7% | +69.0% | -61.3% | -5.4% |
| 6M | +4.5% | +69.3% | -64.8% | -8.6% |
| YTD | +15.6% | +115.8% | -100.2% | -4.8% |
| 1Y | +19.8% | +79.3% | -59.5% | +2.8% |
| 3Y | +70.1% | +262.0% | -191.9% | +21.6% |
| 5Y | +46.1% | +165.7% | -119.5% | +7.9% |
| 10Y | +328.1% | +158.9% | +169.2% | +184.4% |
| All | +3,691.9% | +4,018.7% | -326.7% | +1,456.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling