+394.4%
CAT vs DDOG
+343.7%
+50.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.7% |
| 7D | -10.3% | -23.9% | +13.6% | -8.4% |
| 30D | -31.2% | -34.0% | +2.8% | -29.0% |
| 3M | -34.7% | -21.9% | -12.7% | -33.5% |
| 6M | -39.5% | +24.6% | -64.1% | -41.2% |
| YTD | -1.7% | +31.7% | -33.3% | -5.6% |
| 1Y | -1.1% | -6.2% | +5.1% | -2.0% |
| 3Y | +143.9% | +125.1% | +18.8% | +120.7% |
| 5Y | +194.8% | -3.5% | +198.3% | +174.4% |
| All | +394.4% | +343.7% | +50.6% | +257.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling