+467.1%
DDOG vs CHD
+47.2%
+419.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | -10.1% | -2.7% | -7.5% | -9.8% |
| 30D | -24.8% | -4.6% | -20.2% | -24.4% |
| 3M | -12.6% | +5.0% | -17.6% | -13.2% |
| 6M | +79.9% | -3.2% | +83.2% | +80.7% |
| YTD | +56.6% | +18.6% | +37.9% | +50.9% |
| 1Y | +61.6% | +4.8% | +56.8% | +59.5% |
| 3Y | +117.9% | +6.1% | +111.7% | +107.7% |
| 5Y | +54.2% | +24.0% | +30.3% | +31.8% |
| All | +467.1% | +47.2% | +419.9% | +302.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling