+19.8%
DDOG vs CAH
+38.5%
-18.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.6% | -18.0% | -12.4% |
| 7D | -32.2% | +7.0% | -39.2% | -29.5% |
| 30D | -31.7% | +12.4% | -44.1% | -27.3% |
| 3M | -34.5% | +12.2% | -46.7% | -30.0% |
| 6M | +28.7% | +33.2% | -4.6% | +52.4% |
| YTD | +38.8% | +28.4% | +10.4% | +58.5% |
| 1Y | +19.8% | +35.0% | -15.2% | +32.3% |
| All | +19.8% | +38.5% | -18.7% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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