+499.9%
DDOG vs CHRW
+104.5%
+395.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.2% | +6.9% | +7.1% |
| 7D | +7.7% | +4.1% | +3.6% | +6.7% |
| 30D | -13.6% | +1.9% | -15.5% | -14.0% |
| 3M | -0.9% | -21.2% | +20.2% | +3.8% |
| 6M | +75.2% | -16.7% | +91.9% | +80.6% |
| YTD | +65.7% | -5.4% | +71.0% | +64.5% |
| 1Y | +60.4% | +21.2% | +39.2% | +48.4% |
| 3Y | +130.7% | +86.5% | +44.2% | +83.3% |
| 5Y | +59.9% | +93.0% | -33.2% | +28.8% |
| All | +499.9% | +104.5% | +395.5% | +287.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling