+489.1%
DDOG vs CAH
+486.8%
+2.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | +3.9% | -5.1% | +9.0% | +4.4% |
| 30D | -8.2% | +0.2% | -8.4% | -8.3% |
| 3M | -5.6% | +6.3% | -11.9% | -6.3% |
| 6M | +73.5% | +9.4% | +64.1% | +71.7% |
| YTD | +62.7% | +15.0% | +47.7% | +59.2% |
| 1Y | +59.0% | +55.4% | +3.5% | +47.7% |
| 3Y | +117.1% | +173.8% | -56.7% | +83.0% |
| 5Y | +61.3% | +395.2% | -333.9% | +18.3% |
| All | +489.1% | +486.8% | +2.3% | +263.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling