+378.3%
DDOG vs CB
+155.1%
+223.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | -16.9% | -1.5% | -15.4% | -16.7% |
| 30D | -38.8% | +6.5% | -45.3% | -39.5% |
| 3M | -23.2% | +4.1% | -27.3% | -23.9% |
| 6M | -10.3% | +14.4% | -24.7% | -12.8% |
| YTD | +32.1% | +17.5% | +14.6% | +27.2% |
| 1Y | -6.1% | +27.5% | -33.6% | -11.2% |
| 3Y | +79.2% | +71.6% | +7.6% | +56.1% |
| 5Y | -8.6% | +100.6% | -109.2% | -24.4% |
| All | +378.3% | +155.1% | +223.3% | +252.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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