+19.8%
DDOG vs CDE
+0.7%
+19.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +8.7% | -23.1% | -15.2% |
| 7D | -32.2% | +1.1% | -33.3% | -32.2% |
| 30D | -31.7% | -14.5% | -17.2% | -30.6% |
| 3M | -34.5% | -10.1% | -24.5% | -33.8% |
| 6M | +28.7% | -16.9% | +45.5% | +30.4% |
| YTD | +38.8% | -18.1% | +56.9% | +32.1% |
| 1Y | +19.8% | +5.6% | +14.2% | +2.4% |
| All | +19.8% | +0.7% | +19.1% | +2.4% |
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