+459.9%
DDOG vs CI
+90.5%
+369.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.6% | -1.1% |
| 7D | -6.1% | -2.0% | -4.1% | -5.9% |
| 30D | -10.1% | -1.8% | -8.3% | -10.0% |
| 3M | -9.3% | -4.2% | -5.0% | -9.0% |
| 6M | +67.2% | +2.7% | +64.5% | +66.2% |
| YTD | +54.6% | +1.9% | +52.7% | +53.6% |
| 1Y | +54.1% | -6.3% | +60.3% | +54.1% |
| 3Y | +115.3% | +3.9% | +111.4% | +106.9% |
| 5Y | +50.6% | +41.9% | +8.8% | +34.1% |
| All | +459.9% | +90.5% | +369.4% | +304.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CI 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling