-3.4%
DDOG vs CART
+47.6%
-50.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +5.6% | +1.2% | +4.5% | +5.4% |
| 30D | -34.9% | +17.8% | -52.7% | -37.1% |
| 3M | -23.4% | +20.7% | -44.1% | -26.8% |
| 6M | -7.7% | +49.7% | -57.5% | -16.7% |
| YTD | +35.6% | +30.0% | +5.6% | +27.4% |
| 1Y | -3.4% | +48.4% | -51.8% | -12.9% |
| All | -3.4% | +47.6% | -50.9% | -12.9% |
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 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