+375.1%
DDOG vs CB
+159.1%
+216.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.2% | -0.9% |
| 7D | -19.1% | +0.7% | -19.8% | -19.2% |
| 30D | -39.2% | +8.2% | -47.3% | -40.1% |
| 3M | -31.6% | +6.3% | -37.9% | -32.4% |
| 6M | -10.9% | +16.2% | -27.1% | -13.6% |
| YTD | +31.2% | +19.3% | +11.8% | +26.1% |
| 1Y | -10.7% | +29.2% | -39.9% | -15.7% |
| 3Y | +72.1% | +71.4% | +0.7% | +50.2% |
| 5Y | -5.5% | +104.2% | -109.8% | -22.1% |
| All | +375.1% | +159.1% | +216.0% | +249.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling