-1.0%
DDOG vs CG
-25.8%
+24.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | +2.9% | +0.2% | +2.7% | +2.7% |
| 30D | -31.6% | +11.2% | -42.8% | -33.7% |
| 3M | -27.0% | -22.1% | -4.9% | -22.3% |
| 6M | -10.3% | -17.9% | +7.6% | -5.7% |
| YTD | +35.4% | -31.3% | +66.7% | +47.2% |
| 1Y | -1.0% | -24.0% | +23.0% | +1.9% |
| All | -1.0% | -25.8% | +24.9% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling