+618.6%
CAT vs DDOG
+427.7%
+190.9%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | +1.7% | -10.1% | +11.9% | +2.5% |
| 30D | -6.6% | -24.8% | +18.2% | -4.9% |
| 3M | -13.3% | -12.6% | -0.7% | -12.8% |
| 6M | +11.6% | +79.9% | -68.3% | +4.8% |
| YTD | +42.9% | +56.6% | -13.6% | +35.4% |
| 1Y | +95.4% | +61.6% | +33.9% | +83.7% |
| 3Y | +196.6% | +117.9% | +78.7% | +168.8% |
| 5Y | +321.7% | +54.2% | +267.4% | +279.1% |
| All | +618.6% | +427.7% | +190.9% | +411.9% |
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