+391.0%
DDOG vs CFG
+145.5%
+245.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +3.1% |
| 7D | -2.3% | -0.8% | -1.5% | -2.1% |
| 30D | -35.8% | +3.1% | -39.0% | -36.3% |
| 3M | -25.3% | -9.7% | -15.6% | -23.5% |
| 6M | -8.9% | +6.7% | -15.6% | -10.7% |
| YTD | +35.6% | +15.2% | +20.4% | +29.7% |
| 1Y | -6.8% | +28.8% | -35.6% | -13.4% |
| 3Y | +77.9% | +190.1% | -112.2% | +35.0% |
| 5Y | -3.1% | +63.4% | -66.5% | -18.0% |
| All | +391.0% | +145.5% | +245.6% | +270.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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