+143.4%
NTAP vs CAKE
+157.8%
-14.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.5% | +7.0% | +8.1% |
| 7D | +7.4% | -4.5% | +11.9% | +8.7% |
| 30D | -1.4% | -12.4% | +11.1% | +1.9% |
| 3M | +24.6% | +37.3% | -12.8% | +13.9% |
| 6M | +105.9% | +70.7% | +35.2% | +76.7% |
| YTD | +88.5% | +106.0% | -17.5% | +53.4% |
| 1Y | +62.1% | +79.7% | -17.6% | +36.4% |
| 3Y | +169.1% | +267.8% | -98.7% | +84.0% |
| All | +143.4% | +157.8% | -14.4% | +72.1% |
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