-3.4%
DDOG vs CAG
-8.7%
+5.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.4% | +5.7% | +2.2% |
| 7D | -2.3% | -1.8% | -0.5% | -3.0% |
| 30D | -35.8% | +9.7% | -45.5% | -32.8% |
| 3M | -25.3% | +0.5% | -25.8% | -23.4% |
| 6M | -8.9% | +8.9% | -17.8% | -4.8% |
| YTD | +35.6% | -8.4% | +43.9% | +36.6% |
| All | -3.4% | -8.7% | +5.3% | -3.6% |
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