+391.0%
DDOG vs CI
+108.1%
+282.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +3.9% | +3.4% |
| 7D | -2.3% | -1.3% | -1.0% | -2.2% |
| 30D | -35.8% | +6.4% | -42.2% | -36.3% |
| 3M | -25.3% | +10.7% | -36.0% | -26.1% |
| 6M | -8.9% | +5.5% | -14.3% | -9.6% |
| YTD | +35.6% | +11.4% | +24.2% | +33.4% |
| 1Y | -6.8% | +15.0% | -21.8% | -8.6% |
| 3Y | +77.9% | +9.0% | +68.9% | +71.5% |
| 5Y | -3.1% | +52.0% | -55.1% | -14.2% |
| All | +391.0% | +108.1% | +282.9% | +251.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling