-39.5%
CAT vs DDOG
+24.6%
-64.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.8% |
| 7D | -10.3% | -23.9% | +13.6% | -9.7% |
| 30D | -31.2% | -34.0% | +2.8% | -30.7% |
| 3M | -34.7% | -21.9% | -12.7% | -33.2% |
| 6M | -39.5% | +24.6% | -64.1% | -31.4% |
| All | -39.5% | +24.6% | -64.1% | -31.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling