+11.8%
CRM vs DDOG
+125.3%
-113.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.0% |
| 7D | -4.4% | +3.9% | -8.3% | -5.6% |
| 30D | +28.1% | -8.2% | +36.3% | +31.1% |
| 3M | +48.8% | -5.6% | +54.4% | +49.4% |
| 6M | +28.3% | +73.5% | -45.3% | +7.4% |
| YTD | -6.0% | +62.7% | -68.7% | -20.4% |
| 1Y | +1.4% | +59.0% | -57.5% | -15.9% |
| 3Y | +11.8% | +117.1% | -105.3% | -11.4% |
| All | +11.8% | +125.3% | -113.4% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling