+19.8%
DDOG vs CAG
-6.8%
+26.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +6.0% | -20.4% | -11.4% |
| 7D | -32.2% | +9.7% | -41.9% | -28.6% |
| 30D | -31.7% | +15.8% | -47.5% | -26.7% |
| 3M | -34.5% | +1.8% | -36.3% | -32.3% |
| 6M | +28.7% | +11.5% | +17.1% | +36.9% |
| YTD | +38.8% | -6.7% | +45.5% | +40.4% |
| 1Y | +19.8% | -5.6% | +25.4% | +24.2% |
| All | +19.8% | -6.8% | +26.6% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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 · 6 months rolling