+391.2%
DDOG vs CHRW
+82.6%
+308.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | -0.1% |
| 7D | +5.6% | +4.7% | +0.9% | +4.5% |
| 30D | -34.9% | -2.6% | -32.3% | -34.6% |
| 3M | -23.4% | -8.0% | -15.4% | -22.3% |
| 6M | -7.7% | -19.0% | +11.3% | -4.5% |
| YTD | +35.6% | -15.5% | +51.1% | +37.6% |
| 1Y | -3.4% | -10.8% | +7.4% | -3.3% |
| 3Y | +78.0% | +79.8% | -1.8% | +40.5% |
| 5Y | -4.4% | +59.3% | -63.7% | -20.2% |
| All | +391.2% | +82.6% | +308.6% | +223.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling