-6.4%
DDOG vs CI
+49.9%
-56.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.2% | +2.4% |
| 7D | -23.9% | -1.6% | -22.3% | -23.9% |
| 30D | -34.0% | +5.4% | -39.4% | -34.0% |
| 3M | -21.9% | +7.3% | -29.2% | -21.8% |
| 6M | +24.6% | +5.3% | +19.3% | +24.7% |
| YTD | +31.7% | +8.5% | +23.2% | +31.7% |
| 1Y | -6.2% | +17.1% | -23.3% | -6.3% |
| 3Y | +125.1% | +1.4% | +123.7% | +122.9% |
| All | -6.4% | +49.9% | -56.3% | -18.8% |
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 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