+499.9%
DDOG vs CAKE
+184.2%
+315.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.4% | +10.5% | +7.9% |
| 7D | +7.7% | -4.6% | +12.2% | +8.7% |
| 30D | -13.6% | -6.6% | -7.1% | -12.6% |
| 3M | -0.9% | +52.9% | -53.8% | -10.8% |
| 6M | +75.2% | +65.7% | +9.5% | +53.9% |
| YTD | +65.7% | +107.8% | -42.2% | +36.6% |
| 1Y | +60.4% | +78.5% | -18.1% | +36.8% |
| 3Y | +130.7% | +266.4% | -135.7% | +61.3% |
| 5Y | +59.9% | +159.6% | -99.7% | +16.8% |
| All | +499.9% | +184.2% | +315.8% | +329.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling