+63.6%
DDOG vs CAKE
+157.8%
-94.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.8% | -0.8% |
| 7D | +3.9% | -4.5% | +8.4% | +5.6% |
| 30D | -8.2% | -12.4% | +4.3% | -4.0% |
| 3M | -5.6% | +37.3% | -42.9% | -17.7% |
| 6M | +73.5% | +70.7% | +2.8% | +37.3% |
| YTD | +62.7% | +106.0% | -43.3% | +16.5% |
| 1Y | +59.0% | +79.7% | -20.7% | +20.3% |
| 3Y | +117.1% | +267.8% | -150.6% | +6.5% |
| All | +63.6% | +157.8% | -94.2% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling