+117.3%
DDOG vs CF
+73.9%
+43.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.8% |
| 7D | -10.1% | +6.0% | -16.2% | -10.2% |
| 30D | -24.8% | +14.8% | -39.7% | -25.0% |
| 3M | -12.6% | +14.1% | -26.6% | -12.8% |
| 6M | +79.9% | +28.5% | +51.4% | +78.1% |
| YTD | +56.6% | +74.9% | -18.4% | +54.2% |
| 1Y | +61.6% | +61.7% | -0.1% | +59.3% |
| All | +117.3% | +73.9% | +43.3% | +112.0% |
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