+390.4%
DDOG vs CF
+193.5%
+197.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +2.9% | +4.8% | -1.9% | +2.3% |
| 30D | -31.6% | +4.7% | -36.3% | -32.0% |
| 3M | -27.0% | +7.4% | -34.4% | -27.8% |
| 6M | -10.3% | +0.6% | -10.9% | -10.8% |
| YTD | +35.4% | +64.1% | -28.7% | +24.6% |
| 1Y | -1.0% | +51.4% | -52.4% | -7.9% |
| 3Y | +76.7% | +67.8% | +8.9% | +59.0% |
| 5Y | -4.6% | +114.1% | -118.7% | -20.0% |
| All | +390.4% | +193.5% | +197.0% | +341.7% |
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