+174.9%
NVS vs CAKE
+155.4%
+19.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.8% | -0.4% |
| 7D | -14.3% | -4.5% | -9.7% | -13.9% |
| 30D | -10.0% | -12.4% | +2.5% | -9.0% |
| 3M | -10.9% | +37.3% | -48.2% | -13.4% |
| 6M | -12.0% | +70.7% | -82.7% | -16.1% |
| YTD | +2.5% | +106.0% | -103.5% | -3.9% |
| 1Y | +10.7% | +79.7% | -69.0% | +4.8% |
| 3Y | +53.3% | +267.8% | -214.5% | +35.6% |
| 5Y | +93.6% | +159.9% | -66.3% | +73.5% |
| All | +174.9% | +155.4% | +19.4% | +118.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling