+50.8%
NUE vs CAKE
+63.9%
-13.2%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.4% | -0.8% |
| 7D | -2.7% | -5.6% | +2.9% | -2.4% |
| 30D | -6.1% | -10.5% | +4.5% | -5.8% |
| 3M | +2.2% | +43.6% | -41.4% | -1.0% |
| 6M | +50.8% | +63.0% | -12.3% | +43.3% |
| All | +50.8% | +63.9% | -13.2% | +43.3% |
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 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