+120.2%
DDOG vs CFG
+189.1%
-68.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -10.1% | +1.5% | -11.7% | -10.6% |
| 30D | -24.8% | -3.8% | -21.0% | -23.8% |
| 3M | -12.6% | +11.5% | -24.1% | -15.7% |
| 6M | +79.9% | +19.2% | +60.8% | +67.8% |
| YTD | +56.6% | +23.7% | +32.9% | +44.0% |
| 1Y | +61.6% | +38.8% | +22.7% | +41.7% |
| All | +120.2% | +189.1% | -68.9% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling