+459.9%
DDOG vs CHRW
+104.0%
+355.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -2.9% | -1.7% |
| 7D | -6.1% | +1.9% | -8.0% | -6.5% |
| 30D | -10.1% | +0.9% | -11.1% | -10.3% |
| 3M | -9.3% | -19.9% | +10.6% | -5.3% |
| 6M | +67.2% | -15.8% | +83.0% | +71.9% |
| YTD | +54.6% | -5.6% | +60.2% | +53.6% |
| 1Y | +54.1% | +21.0% | +33.0% | +42.6% |
| 3Y | +115.3% | +86.0% | +29.2% | +71.2% |
| 5Y | +50.6% | +88.6% | -38.0% | +21.9% |
| All | +459.9% | +104.0% | +355.9% | +261.4% |
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