-41.2%
NVD vs CAKE
+66.6%
-107.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | -0.1% |
| 7D | +10.8% | -4.5% | +15.4% | +12.1% |
| 30D | +0.8% | -12.4% | +13.2% | +4.4% |
| 3M | -20.8% | +37.3% | -58.2% | -21.5% |
| 6M | -41.2% | +70.7% | -111.9% | -38.4% |
| All | -41.2% | +66.6% | -107.8% | -38.4% |
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