+61.6%
DDOG vs CHRW
+17.2%
+44.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -1.9% | -1.0% |
| 7D | -10.1% | -1.4% | -8.7% | -10.0% |
| 30D | -24.8% | -3.5% | -21.3% | -24.5% |
| 3M | -12.6% | -19.4% | +6.8% | -11.9% |
| 6M | +79.9% | -21.4% | +101.3% | +79.8% |
| YTD | +56.6% | -7.1% | +63.7% | +59.3% |
| 1Y | +61.6% | +17.8% | +43.8% | +68.7% |
| All | +61.6% | +17.2% | +44.3% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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