+378.3%
DDOG vs CI
+104.1%
+274.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | -16.9% | +0.1% | -17.0% | -16.9% |
| 30D | -38.8% | +4.7% | -43.4% | -39.1% |
| 3M | -23.2% | +5.2% | -28.4% | -23.7% |
| 6M | -10.3% | +3.8% | -14.0% | -10.9% |
| YTD | +32.1% | +9.2% | +22.9% | +30.2% |
| 1Y | -6.1% | +14.3% | -20.3% | -7.9% |
| 3Y | +79.2% | +8.4% | +70.8% | +72.6% |
| 5Y | -8.6% | +50.0% | -58.7% | -19.0% |
| All | +378.3% | +104.1% | +274.2% | +242.6% |
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