+119.5%
DDOG vs CF
+56.6%
+62.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +6.2% | -13.7% | -7.4% |
| 7D | -34.3% | +0.4% | -34.7% | -34.3% |
| 30D | -37.2% | +2.2% | -39.4% | -37.2% |
| 3M | -38.3% | +2.1% | -40.5% | -38.3% |
| 6M | +19.8% | -6.5% | +26.3% | +20.0% |
| YTD | +28.4% | +55.6% | -27.2% | +26.6% |
| 1Y | +12.7% | +42.3% | -29.6% | +11.6% |
| All | +119.5% | +56.6% | +62.8% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling