+80.3%
DDOG vs CHYM
-23.3%
+103.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | +3.9% | -2.3% | +6.1% | +4.1% |
| 30D | -8.2% | +4.4% | -12.6% | -8.5% |
| 3M | -5.6% | +91.3% | -96.9% | -13.7% |
| 6M | +73.5% | +44.0% | +29.5% | +63.9% |
| YTD | +62.7% | +31.1% | +31.6% | +54.6% |
| 1Y | +59.0% | +37.8% | +21.1% | +51.8% |
| All | +80.3% | -23.3% | +103.6% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 3y: compounded portfolio wealth divided by compounded CHYM 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…
3y analysis · Full analysis span regression · 6 months rolling