-3.6%
DDOG vs CI
+49.5%
-53.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +2.9% | +1.2% | +1.7% | +2.9% |
| 30D | -31.6% | +2.6% | -34.2% | -31.6% |
| 3M | -27.0% | +7.4% | -34.4% | -26.9% |
| 6M | -10.3% | -0.1% | -10.2% | -10.1% |
| YTD | +35.4% | +9.7% | +25.7% | +35.5% |
| 1Y | -1.0% | +12.1% | -13.1% | -1.0% |
| 3Y | +76.7% | +7.0% | +69.6% | +74.0% |
| All | -3.6% | +49.5% | -53.1% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling