+20,069.3%
NTAP vs CAKE
+3,027.2%
+17,042.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.0% |
| 7D | +3.3% | -1.1% | +4.3% | +3.6% |
| 30D | -0.2% | +0.4% | -0.6% | -0.6% |
| 3M | +11.4% | +59.9% | -48.5% | -6.7% |
| 6M | +88.7% | +75.1% | +13.6% | +52.2% |
| YTD | +78.9% | +115.0% | -36.1% | +33.8% |
| 1Y | +58.8% | +81.6% | -22.8% | +25.6% |
| 3Y | +153.5% | +279.1% | -125.6% | +49.0% |
| 5Y | +136.7% | +170.6% | -33.9% | +48.0% |
| 10Y | +590.2% | +160.3% | +429.9% | +268.0% |
| All | +20,069.3% | +3,027.2% | +17,042.0% | +3,832.3% |
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