+1,118.7%
CRWD vs DDOG
+421.0%
+697.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -0.7% |
| 7D | -2.3% | -6.1% | +3.7% | +1.2% |
| 30D | -2.1% | -10.1% | +8.1% | +4.1% |
| 3M | +27.5% | -9.3% | +36.8% | +32.6% |
| 6M | +95.8% | +67.2% | +28.6% | +40.8% |
| YTD | +79.2% | +54.6% | +24.6% | +33.3% |
| 1Y | +96.3% | +54.1% | +42.2% | +42.0% |
| 3Y | +399.8% | +115.3% | +284.5% | +181.7% |
| 5Y | +216.7% | +50.6% | +166.1% | +98.8% |
| All | +1,118.7% | +421.0% | +697.7% | +200.5% |
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