+72.1%
DDOG vs CAG
-34.9%
+107.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.9% |
| 7D | -19.1% | +6.6% | -25.7% | -16.8% |
| 30D | -39.2% | +13.9% | -53.1% | -35.8% |
| 3M | -31.6% | +4.0% | -35.6% | -29.4% |
| 6M | -10.9% | +10.0% | -20.9% | -6.5% |
| YTD | +31.2% | -6.1% | +37.3% | +32.3% |
| 1Y | -10.7% | -4.3% | -6.4% | -9.3% |
| 3Y | +72.1% | -34.6% | +106.7% | +59.3% |
| All | +72.1% | -34.9% | +107.0% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling