+54.1%
DDOG vs CFG
+39.0%
+15.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | -6.1% | +2.7% | -8.8% | -6.2% |
| 30D | -10.1% | -3.7% | -6.4% | -9.9% |
| 3M | -9.3% | +9.5% | -18.7% | -9.0% |
| 6M | +67.2% | +22.2% | +44.9% | +60.7% |
| YTD | +54.6% | +22.3% | +32.3% | +50.3% |
| 1Y | +54.1% | +39.4% | +14.6% | +44.6% |
| All | +54.1% | +39.0% | +15.1% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling