+98.3%
DDOG vs CART
+40.2%
+58.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.3% |
| 7D | +2.9% | +1.3% | +1.6% | +2.6% |
| 30D | -31.6% | +19.2% | -50.8% | -33.9% |
| 3M | -27.0% | +17.6% | -44.5% | -29.4% |
| 6M | -10.3% | +47.4% | -57.7% | -17.2% |
| YTD | +35.4% | +30.9% | +4.5% | +27.2% |
| 1Y | -1.0% | +46.0% | -46.9% | -8.9% |
| 3Y | +76.7% | +130.3% | -53.7% | +41.3% |
| All | +98.3% | +40.2% | +58.1% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling