+499.9%
DDOG vs CAG
-30.2%
+530.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.0% | +8.1% | +7.1% |
| 7D | +7.7% | -6.6% | +14.3% | +7.4% |
| 30D | -13.6% | +2.3% | -15.9% | -13.6% |
| 3M | -0.9% | +16.3% | -17.2% | -0.5% |
| 6M | +75.2% | -16.0% | +91.3% | +74.6% |
| YTD | +65.7% | -7.7% | +73.4% | +65.4% |
| 1Y | +60.4% | -16.0% | +76.4% | +60.3% |
| 3Y | +130.7% | -37.7% | +168.4% | +130.3% |
| 5Y | +59.9% | -41.2% | +101.1% | +58.6% |
| All | +499.9% | -30.2% | +530.1% | +466.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling