+117.6%
DDOG vs CDE
+797.0%
-679.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.6% | -1.2% |
| 7D | +3.2% | -6.1% | +9.3% | +4.0% |
| 30D | -10.2% | +9.5% | -19.6% | -11.3% |
| 3M | -2.6% | +32.0% | -34.6% | -5.9% |
| 6M | +80.1% | -12.8% | +92.9% | +80.9% |
| YTD | +63.0% | +14.2% | +48.8% | +56.6% |
| 1Y | +59.4% | +36.3% | +23.1% | +48.2% |
| All | +117.6% | +797.0% | -679.4% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling