+92.1%
DDOG vs CART
+39.2%
+52.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -19.1% | +0.3% | -19.4% | -19.2% |
| 30D | -39.2% | +22.4% | -61.6% | -41.5% |
| 3M | -31.6% | +15.6% | -47.2% | -33.6% |
| 6M | -10.9% | +44.9% | -55.8% | -17.4% |
| YTD | +31.2% | +30.0% | +1.2% | +23.3% |
| 1Y | -10.7% | +56.6% | -67.3% | -18.9% |
| 3Y | +72.1% | +131.9% | -59.8% | +37.3% |
| All | +92.1% | +39.2% | +52.8% | +57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling