+85.1%
NTAP vs CAKE
+72.3%
+12.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.0% | -2.0% |
| 7D | +2.2% | -4.6% | +6.8% | +2.6% |
| 30D | -7.0% | -6.6% | -0.5% | -6.5% |
| 3M | +12.3% | +52.9% | -40.6% | +8.5% |
| 6M | +85.1% | +65.7% | +19.4% | +77.1% |
| All | +85.1% | +72.3% | +12.8% | +77.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling