+376.8%
DDOG vs CF
+180.1%
+196.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.9% | +2.5% |
| 7D | -23.9% | -3.2% | -20.7% | -23.6% |
| 30D | -34.0% | +4.3% | -38.3% | -34.4% |
| 3M | -21.9% | +2.8% | -24.7% | -22.4% |
| 6M | +24.6% | +0.6% | +24.0% | +23.6% |
| YTD | +31.7% | +56.6% | -25.0% | +21.8% |
| 1Y | -6.2% | +49.6% | -55.8% | -12.7% |
| 3Y | +125.1% | +61.5% | +63.6% | +103.3% |
| 5Y | -3.5% | +124.0% | -127.5% | -19.9% |
| All | +376.8% | +180.1% | +196.7% | +331.6% |
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