+8.9%
CAT vs DDOG
+19.2%
-10.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -14.4% | +9.2% | -5.1% |
| 7D | -17.1% | -32.2% | +15.1% | -17.2% |
| 30D | -30.1% | -31.7% | +1.6% | -30.2% |
| 3M | -32.4% | -34.5% | +2.1% | -32.5% |
| 6M | -32.1% | +28.7% | -60.8% | -29.2% |
| YTD | +4.1% | +38.8% | -34.7% | +7.8% |
| 1Y | +8.9% | +19.8% | -10.9% | +13.4% |
| All | +8.9% | +19.2% | -10.3% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 DDOG 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