+459.9%
DDOG vs CDE
+319.5%
+140.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.5% | -0.9% |
| 7D | -6.1% | +2.3% | -8.4% | -6.5% |
| 30D | -10.1% | +18.8% | -28.9% | -12.7% |
| 3M | -9.3% | +23.5% | -32.7% | -12.6% |
| 6M | +67.2% | -8.6% | +75.8% | +66.3% |
| YTD | +54.6% | +16.0% | +38.6% | +46.8% |
| 1Y | +54.1% | +42.1% | +12.0% | +40.3% |
| 3Y | +115.3% | +835.9% | -720.6% | +36.7% |
| 5Y | +50.6% | +197.6% | -147.0% | +7.8% |
| All | +459.9% | +319.5% | +140.3% | +226.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling