+61.6%
DDOG vs CDE
+54.5%
+7.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | -10.1% | +0.5% | -10.7% | -10.2% |
| 30D | -24.8% | +21.9% | -46.7% | -26.3% |
| 3M | -12.6% | +14.9% | -27.5% | -14.1% |
| 6M | +79.9% | -10.5% | +90.5% | +81.5% |
| YTD | +56.6% | +19.3% | +37.3% | +48.5% |
| 1Y | +61.6% | +50.8% | +10.8% | +39.1% |
| All | +61.6% | +54.5% | +7.0% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 1y: compounded portfolio wealth divided by compounded CDE 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…
1y analysis · Full analysis span regression · 6 months rolling