-35.8%
DDOG vs CHRW
-4.1%
-31.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | -0.1% |
| 7D | +5.6% | +4.7% | +0.9% | +4.7% |
| 30D | -34.9% | -2.6% | -32.3% | -35.0% |
| All | -35.8% | -4.1% | -31.7% | -35.8% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling