+92.7%
DDOG vs CART
+38.4%
+54.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +2.0% | +2.4% |
| 7D | -23.9% | +3.0% | -26.9% | -24.4% |
| 30D | -34.0% | +28.6% | -62.6% | -37.0% |
| 3M | -21.9% | +29.1% | -51.0% | -25.9% |
| 6M | +24.6% | +44.7% | -20.1% | +15.1% |
| YTD | +31.7% | +29.2% | +2.4% | +23.9% |
| 1Y | -6.2% | +66.2% | -72.3% | -15.7% |
| 3Y | +125.1% | +112.8% | +12.3% | +83.4% |
| All | +92.7% | +38.4% | +54.4% | +58.6% |
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 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