-6.4%
DDOG vs CHRW
+49.0%
-55.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.9% | +3.1% |
| 7D | -23.9% | +0.6% | -24.5% | -24.0% |
| 30D | -34.0% | -7.3% | -26.7% | -32.9% |
| 3M | -21.9% | -14.2% | -7.7% | -19.4% |
| 6M | +24.6% | -25.1% | +49.7% | +31.7% |
| YTD | +31.7% | -21.2% | +52.8% | +35.5% |
| 1Y | -6.2% | -14.2% | +8.0% | -5.7% |
| 3Y | +125.1% | +63.5% | +61.6% | +72.1% |
| All | -6.4% | +49.0% | -55.4% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling