+55.0%
DDOG vs CI
+42.7%
+12.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.9% |
| 7D | -10.1% | +1.3% | -11.5% | -10.1% |
| 30D | -24.8% | +4.4% | -29.2% | -24.8% |
| 3M | -12.6% | +0.7% | -13.2% | -12.5% |
| 6M | +79.9% | +0.3% | +79.6% | +80.0% |
| YTD | +56.6% | +3.8% | +52.8% | +56.5% |
| 1Y | +61.6% | -5.5% | +67.1% | +62.1% |
| 3Y | +117.9% | +8.1% | +109.8% | +110.1% |
| All | +55.0% | +42.7% | +12.3% | +40.9% |
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