+125.1%
DDOG vs CDW
-21.8%
+146.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.8% |
| 7D | -23.9% | +2.1% | -26.0% | -24.7% |
| 30D | -34.0% | +14.7% | -48.8% | -37.0% |
| 3M | -21.9% | +11.1% | -33.0% | -25.1% |
| 6M | +24.6% | +45.6% | -21.0% | +9.3% |
| YTD | +31.7% | +17.1% | +14.6% | +21.3% |
| 1Y | -6.2% | +13.2% | -19.3% | -12.5% |
| 3Y | +125.1% | -22.2% | +147.3% | +150.0% |
| All | +125.1% | -21.8% | +146.8% | +150.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling