+83.6%
DDOG vs CHYM
-19.7%
+103.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +6.9% | +0.2% | +6.6% |
| 7D | +7.7% | +3.4% | +4.3% | +7.4% |
| 30D | -13.6% | +12.0% | -25.6% | -14.4% |
| 3M | -0.9% | +102.4% | -103.3% | -9.9% |
| 6M | +75.2% | +52.7% | +22.6% | +64.5% |
| YTD | +65.7% | +37.3% | +28.4% | +56.9% |
| 1Y | +60.4% | +42.2% | +18.2% | +52.9% |
| All | +83.6% | -19.7% | +103.3% | +84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling