+499.9%
DDOG vs CHTR
-68.6%
+568.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -8.1% | +15.3% | +9.4% |
| 7D | +7.7% | -15.8% | +23.4% | +12.6% |
| 30D | -13.6% | -12.7% | -1.0% | -11.1% |
| 3M | -0.9% | -1.1% | +0.2% | -2.6% |
| 6M | +75.2% | -39.9% | +115.1% | +95.8% |
| YTD | +65.7% | -35.9% | +101.5% | +80.2% |
| 1Y | +60.4% | -49.2% | +109.5% | +88.4% |
| 3Y | +130.7% | -68.3% | +199.0% | +208.2% |
| 5Y | +59.9% | -83.0% | +142.8% | +201.9% |
| All | +499.9% | -68.6% | +568.5% | +532.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling