+61.7%
CRM vs DDOG
+458.3%
-396.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.2% | -9.1% | -4.3% |
| 7D | -5.0% | +7.7% | -12.6% | -7.3% |
| 30D | +23.6% | -13.6% | +37.2% | +29.3% |
| 3M | +39.6% | -0.9% | +40.5% | +38.1% |
| 6M | +23.4% | +75.2% | -51.8% | 0.0% |
| YTD | -7.4% | +65.7% | -73.0% | -24.2% |
| 1Y | -2.3% | +60.4% | -62.7% | -21.2% |
| 3Y | +10.5% | +130.7% | -120.2% | -24.1% |
| 5Y | -4.7% | +59.9% | -64.6% | -31.6% |
| All | +61.7% | +458.3% | -396.6% | -28.4% |
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 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