+391.2%
DDOG vs CI
+104.6%
+286.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.2% |
| 7D | +5.6% | -1.7% | +7.4% | +5.8% |
| 30D | -34.9% | +4.9% | -39.8% | -35.3% |
| 3M | -23.4% | +7.4% | -30.8% | -24.1% |
| 6M | -7.7% | +0.4% | -8.1% | -8.0% |
| YTD | +35.6% | +9.5% | +26.2% | +33.7% |
| 1Y | -3.4% | +12.0% | -15.3% | -5.0% |
| 3Y | +78.0% | +7.1% | +70.9% | +71.8% |
| 5Y | -4.4% | +49.3% | -53.8% | -15.2% |
| All | +391.2% | +104.6% | +286.7% | +251.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling