-52.9%
CBRS vs DDOG
-23.7%
-29.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.2% | +11.4% | +11.3% |
| 7D | +21.2% | +2.9% | +18.4% | +20.0% |
| 30D | -23.2% | -31.6% | +8.5% | -15.5% |
| 3M | -52.9% | -27.0% | -25.9% | -48.1% |
| All | -52.9% | -23.7% | -29.3% | -48.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling