+61.6%
DDOG vs CAKE
+76.8%
-15.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.8% |
| 7D | -10.1% | -4.0% | -6.1% | -10.6% |
| 30D | -24.8% | +2.4% | -27.2% | -24.6% |
| 3M | -12.6% | +69.0% | -81.6% | -3.5% |
| 6M | +79.9% | +69.3% | +10.7% | +98.8% |
| YTD | +56.6% | +115.8% | -59.2% | +81.0% |
| 1Y | +61.6% | +79.3% | -17.8% | +110.9% |
| All | +61.6% | +76.8% | -15.2% | +110.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling