+365.0%
DDOG vs CF
+178.2%
+186.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +6.2% | -13.7% | -8.2% |
| 7D | -34.3% | +0.4% | -34.7% | -34.4% |
| 30D | -37.2% | +2.2% | -39.4% | -37.5% |
| 3M | -38.3% | +2.1% | -40.5% | -38.7% |
| 6M | +19.8% | -6.5% | +26.3% | +20.0% |
| YTD | +28.4% | +55.6% | -27.2% | +18.8% |
| 1Y | +12.7% | +42.3% | -29.6% | +5.5% |
| 3Y | +112.8% | +55.7% | +57.1% | +93.3% |
| 5Y | -5.9% | +122.4% | -128.3% | -21.8% |
| All | +365.0% | +178.2% | +186.8% | +321.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling