+378.3%
DDOG vs CFG
+144.4%
+233.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.4% |
| 7D | -16.9% | +0.3% | -17.1% | -17.0% |
| 30D | -38.8% | +3.2% | -42.0% | -39.3% |
| 3M | -23.2% | -9.7% | -13.5% | -21.4% |
| 6M | -10.3% | +3.6% | -13.9% | -11.5% |
| YTD | +32.1% | +14.7% | +17.4% | +26.5% |
| 1Y | -6.1% | +29.6% | -35.6% | -12.9% |
| 3Y | +79.2% | +190.6% | -111.4% | +35.9% |
| 5Y | -8.6% | +67.1% | -75.7% | -22.8% |
| All | +378.3% | +144.4% | +233.9% | +260.8% |
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