+499.9%
DDOG vs CG
+111.4%
+388.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -4.0% | +11.2% | +9.3% |
| 7D | +7.7% | -6.4% | +14.1% | +11.3% |
| 30D | -13.6% | -7.1% | -6.6% | -10.6% |
| 3M | -0.9% | -1.6% | +0.7% | -1.0% |
| 6M | +75.2% | -8.3% | +83.6% | +79.6% |
| YTD | +65.7% | -23.8% | +89.5% | +86.8% |
| 1Y | +60.4% | -28.7% | +89.1% | +85.8% |
| 3Y | +130.7% | +49.2% | +81.5% | +62.7% |
| 5Y | +59.9% | +5.5% | +54.4% | +36.3% |
| All | +499.9% | +111.4% | +388.5% | +258.5% |
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