+467.1%
DDOG vs CI
+94.0%
+373.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.7% |
| 7D | -10.1% | +1.3% | -11.5% | -10.3% |
| 30D | -24.8% | +4.4% | -29.2% | -25.1% |
| 3M | -12.6% | +0.7% | -13.2% | -12.8% |
| 6M | +79.9% | +0.3% | +79.6% | +79.4% |
| YTD | +56.6% | +3.8% | +52.8% | +55.3% |
| 1Y | +61.6% | -5.5% | +67.1% | +61.5% |
| 3Y | +117.9% | +8.1% | +109.8% | +108.1% |
| 5Y | +54.2% | +42.8% | +11.4% | +37.4% |
| All | +467.1% | +94.0% | +373.1% | +308.6% |
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