+489.1%
DDOG vs CAKE
+181.7%
+307.5%
-68.1%
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% | -0.6% |
| 7D | +3.9% | -4.5% | +8.4% | +4.9% |
| 30D | -8.2% | -12.4% | +4.3% | -5.7% |
| 3M | -5.6% | +37.3% | -42.9% | -12.9% |
| 6M | +73.5% | +70.7% | +2.8% | +51.4% |
| YTD | +62.7% | +106.0% | -43.3% | +34.4% |
| 1Y | +59.0% | +79.7% | -20.7% | +35.3% |
| 3Y | +117.1% | +267.8% | -150.6% | +51.7% |
| 5Y | +61.3% | +159.9% | -98.6% | +18.0% |
| All | +489.1% | +181.7% | +307.5% | +322.9% |
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 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