+499.9%
DDOG vs CHD
+42.2%
+457.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.4% | +8.6% | +7.3% |
| 7D | +7.7% | -4.2% | +11.8% | +8.2% |
| 30D | -13.6% | -7.6% | -6.0% | -12.8% |
| 3M | -0.9% | -1.6% | +0.7% | -0.8% |
| 6M | +75.2% | -6.3% | +81.5% | +76.7% |
| YTD | +65.7% | +14.6% | +51.1% | +60.3% |
| 1Y | +60.4% | +1.6% | +58.8% | +58.8% |
| 3Y | +130.7% | +3.1% | +127.5% | +120.4% |
| 5Y | +59.9% | +21.1% | +38.8% | +36.5% |
| All | +499.9% | +42.2% | +457.8% | +327.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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