+378.3%
DDOG vs CDW
+50.4%
+327.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.8% | -4.5% | -1.8% |
| 7D | -16.9% | +9.3% | -26.2% | -21.2% |
| 30D | -38.8% | +15.8% | -54.5% | -43.4% |
| 3M | -23.2% | +21.8% | -45.0% | -31.3% |
| 6M | -10.3% | +58.8% | -69.0% | -30.0% |
| YTD | +32.1% | +22.8% | +9.3% | +13.2% |
| 1Y | -6.1% | +17.9% | -24.0% | -17.9% |
| 3Y | +79.2% | -17.4% | +96.6% | +82.0% |
| 5Y | -8.6% | -5.7% | -2.9% | -14.2% |
| All | +378.3% | +50.4% | +327.9% | +229.9% |
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