+73.2%
DDOG vs CAI
-11.0%
+84.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.2% | +10.3% | +7.0% |
| 7D | +7.7% | -3.1% | +10.8% | +7.5% |
| 30D | -13.6% | +2.7% | -16.3% | -13.3% |
| 3M | -0.9% | +41.7% | -42.6% | +2.4% |
| 6M | +75.2% | +26.5% | +48.8% | +81.4% |
| YTD | +65.7% | -10.9% | +76.6% | +63.6% |
| 1Y | +60.4% | -29.2% | +89.6% | +56.4% |
| All | +73.2% | -11.0% | +84.2% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling