+391.2%
DDOG vs CF
+193.1%
+198.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.1% |
| 7D | +5.6% | +5.4% | +0.3% | +5.0% |
| 30D | -34.9% | +6.5% | -41.4% | -35.4% |
| 3M | -23.4% | +4.6% | -28.1% | -24.1% |
| 6M | -7.7% | -3.3% | -4.4% | -7.8% |
| YTD | +35.6% | +63.9% | -28.2% | +24.8% |
| 1Y | -3.4% | +50.4% | -53.8% | -10.0% |
| 3Y | +78.0% | +68.2% | +9.7% | +60.1% |
| 5Y | -4.4% | +113.8% | -118.3% | -19.9% |
| All | +391.2% | +193.1% | +198.2% | +342.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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