+63.6%
DDOG vs CHTR
-81.7%
+145.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -1.0% |
| 7D | +3.9% | -4.1% | +8.0% | +4.5% |
| 30D | -8.2% | -3.0% | -5.2% | -8.2% |
| 3M | -5.6% | +4.8% | -10.3% | -7.9% |
| 6M | +73.5% | -35.0% | +108.5% | +85.7% |
| YTD | +62.7% | -30.2% | +92.8% | +70.4% |
| 1Y | +59.0% | -44.8% | +103.7% | +77.2% |
| 3Y | +117.1% | -66.6% | +183.7% | +175.6% |
| All | +63.6% | -81.7% | +145.2% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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