+76.7%
DDOG vs CI
+7.2%
+69.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.1% |
| 7D | +2.9% | +1.2% | +1.7% | +3.0% |
| 30D | -31.6% | +2.6% | -34.2% | -31.3% |
| 3M | -27.0% | +7.4% | -34.4% | -26.3% |
| 6M | -10.3% | -0.1% | -10.2% | -9.7% |
| YTD | +35.4% | +9.7% | +25.7% | +37.4% |
| 1Y | -1.0% | +12.1% | -13.1% | +0.7% |
| 3Y | +76.7% | +7.0% | +69.6% | +78.8% |
| All | +76.7% | +7.2% | +69.5% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling