+41.6%
DDOG vs CAI
-14.7%
+56.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.7% | -0.1% |
| 7D | +2.9% | -8.7% | +11.5% | +3.0% |
| 30D | -31.6% | -23.8% | -7.8% | -30.9% |
| 3M | -27.0% | +3.9% | -30.9% | -24.9% |
| 6M | -10.3% | +56.8% | -67.1% | -5.4% |
| YTD | +35.4% | -14.6% | +50.0% | +36.8% |
| 1Y | -1.0% | -5.2% | +4.2% | +2.7% |
| All | +41.6% | -14.7% | +56.3% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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