+391.0%
DDOG vs CB
+159.9%
+231.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.0% | +3.3% |
| 7D | -2.3% | -1.0% | -1.3% | -2.2% |
| 30D | -35.8% | +7.3% | -43.1% | -36.7% |
| 3M | -25.3% | +7.0% | -32.3% | -26.3% |
| 6M | -8.9% | +16.3% | -25.2% | -11.7% |
| YTD | +35.6% | +19.7% | +15.9% | +30.2% |
| 1Y | -6.8% | +27.8% | -34.6% | -11.8% |
| 3Y | +77.9% | +72.0% | +5.9% | +55.2% |
| 5Y | -3.1% | +104.9% | -108.0% | -20.2% |
| All | +391.0% | +159.9% | +231.1% | +261.3% |
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