+79.2%
DDOG vs CG
+52.0%
+27.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.6% | -6.3% | -2.0% |
| 7D | -16.9% | +3.0% | -19.9% | -18.0% |
| 30D | -38.8% | +10.1% | -48.9% | -41.2% |
| 3M | -23.2% | -10.8% | -12.4% | -20.4% |
| 6M | -10.3% | -15.2% | +5.0% | -5.5% |
| YTD | +32.1% | -26.9% | +59.0% | +46.6% |
| 1Y | -6.1% | -17.0% | +11.0% | -1.5% |
| 3Y | +79.2% | +54.6% | +24.6% | +33.8% |
| All | +79.2% | +52.0% | +27.2% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling