+59.0%
DDOG vs CAKE
+78.0%
-19.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.8% | 0.0% |
| 7D | +3.9% | -4.5% | +8.4% | +3.3% |
| 30D | -8.2% | -12.4% | +4.3% | -9.8% |
| 3M | -5.6% | +37.3% | -42.9% | -0.3% |
| 6M | +73.5% | +70.7% | +2.8% | +93.2% |
| YTD | +62.7% | +106.0% | -43.3% | +85.8% |
| 1Y | +59.0% | +79.7% | -20.7% | +94.2% |
| All | +59.0% | +78.0% | -19.1% | +94.2% |
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