+55.0%
DDOG vs CDW
-19.1%
+74.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.3% |
| 7D | -10.1% | +3.2% | -13.3% | -11.6% |
| 30D | -24.8% | +9.3% | -34.1% | -28.7% |
| 3M | -12.6% | +9.8% | -22.4% | -18.1% |
| 6M | +79.9% | +23.3% | +56.6% | +53.7% |
| YTD | +56.6% | +13.7% | +42.9% | +38.9% |
| 1Y | +61.6% | -6.5% | +68.1% | +61.3% |
| 3Y | +117.9% | -25.2% | +143.1% | +138.6% |
| All | +55.0% | -19.1% | +74.1% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling