+19.8%
DDOG vs CART
+61.3%
-41.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.6% | -16.0% | -14.7% |
| 7D | -32.2% | +1.4% | -33.6% | -32.4% |
| 30D | -31.7% | +29.7% | -61.4% | -34.3% |
| 3M | -34.5% | +29.7% | -64.2% | -37.3% |
| 6M | +28.7% | +36.8% | -8.1% | +22.2% |
| YTD | +38.8% | +31.7% | +7.1% | +25.6% |
| 1Y | +19.8% | +62.4% | -42.6% | +23.6% |
| All | +19.8% | +61.3% | -41.5% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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