+459.9%
DDOG vs CDW
+32.0%
+427.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.2% | +3.9% | +1.2% |
| 7D | -6.1% | -3.9% | -2.2% | -4.3% |
| 30D | -10.1% | +6.9% | -17.0% | -13.1% |
| 3M | -9.3% | +7.7% | -16.9% | -13.5% |
| 6M | +67.2% | +18.3% | +48.9% | +49.3% |
| YTD | +54.6% | +7.8% | +46.8% | +43.3% |
| 1Y | +54.1% | -12.2% | +66.3% | +57.5% |
| 3Y | +115.3% | -28.9% | +144.2% | +138.4% |
| 5Y | +50.6% | -22.8% | +73.4% | +56.6% |
| All | +459.9% | +32.0% | +427.9% | +317.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling