-32.5%
CBRS vs DDOG
+4.1%
-36.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.9% | +11.1% | +10.2% |
| 7D | +17.3% | -10.1% | +27.4% | +16.7% |
| 30D | -2.0% | -24.8% | +22.8% | -3.5% |
| 3M | -2.5% | -12.6% | +10.1% | -4.1% |
| All | -32.5% | +4.1% | -36.6% | -27.9% |
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 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 · Available span rolling