+467.1%
DDOG vs CHRW
+100.6%
+366.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -1.9% | -1.1% |
| 7D | -10.1% | -1.4% | -8.7% | -9.8% |
| 30D | -24.8% | -3.5% | -21.3% | -24.0% |
| 3M | -12.6% | -19.4% | +6.8% | -8.9% |
| 6M | +79.9% | -21.4% | +101.3% | +87.8% |
| YTD | +56.6% | -7.1% | +63.7% | +56.2% |
| 1Y | +61.6% | +17.8% | +43.8% | +50.5% |
| 3Y | +117.9% | +78.8% | +39.1% | +75.4% |
| 5Y | +54.2% | +83.5% | -29.3% | +25.5% |
| All | +467.1% | +100.6% | +366.4% | +267.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling