+378.3%
DDOG vs CF
+179.8%
+198.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -16.9% | -0.9% | -16.0% | -16.8% |
| 30D | -38.8% | +6.9% | -45.7% | -39.3% |
| 3M | -23.2% | +4.8% | -28.1% | -23.9% |
| 6M | -10.3% | +4.7% | -14.9% | -11.3% |
| YTD | +32.1% | +56.5% | -24.4% | +22.2% |
| 1Y | -6.1% | +48.4% | -54.5% | -12.5% |
| 3Y | +79.2% | +59.1% | +20.1% | +62.3% |
| 5Y | -8.6% | +109.5% | -118.1% | -23.3% |
| All | +378.3% | +179.8% | +198.5% | +333.1% |
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