+391.0%
DDOG vs CG
+97.1%
+294.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.7% | +4.1% |
| 7D | -2.3% | -3.8% | +1.5% | -0.4% |
| 30D | -35.8% | +7.5% | -43.3% | -38.9% |
| 3M | -25.3% | -14.4% | -10.9% | -20.2% |
| 6M | -8.9% | -15.7% | +6.8% | -2.7% |
| YTD | +35.6% | -29.0% | +64.5% | +56.8% |
| 1Y | -6.8% | -22.1% | +15.3% | +2.1% |
| 3Y | +77.9% | +49.1% | +28.7% | +23.6% |
| 5Y | -3.1% | -18.4% | +15.3% | -7.9% |
| All | +391.0% | +97.1% | +294.0% | +200.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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