+63.6%
DDOG vs CAH
+393.5%
-329.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | +3.9% | -5.1% | +9.0% | +3.9% |
| 30D | -8.2% | +0.2% | -8.4% | -8.2% |
| 3M | -5.6% | +6.3% | -11.9% | -5.7% |
| 6M | +73.5% | +9.4% | +64.1% | +74.0% |
| YTD | +62.7% | +15.0% | +47.7% | +61.8% |
| 1Y | +59.0% | +55.4% | +3.5% | +52.1% |
| 3Y | +117.1% | +173.8% | -56.7% | +95.7% |
| All | +63.6% | +393.5% | -329.9% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling