+467.1%
DDOG vs CAG
-28.4%
+495.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -10.1% | -3.8% | -6.4% | -10.3% |
| 30D | -24.8% | +3.1% | -27.9% | -24.7% |
| 3M | -12.6% | +23.5% | -36.1% | -12.0% |
| 6M | +79.9% | -14.8% | +94.8% | +79.4% |
| YTD | +56.6% | -5.4% | +62.0% | +56.4% |
| 1Y | +61.6% | -11.8% | +73.4% | +61.6% |
| 3Y | +117.9% | -36.7% | +154.5% | +117.9% |
| 5Y | +54.2% | -40.3% | +94.5% | +53.3% |
| All | +467.1% | -28.4% | +495.5% | +435.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling