+499.9%
DDOG vs CME
+68.3%
+431.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.8% | +8.0% | +7.4% |
| 7D | +7.7% | -0.6% | +8.3% | +7.9% |
| 30D | -13.6% | +4.7% | -18.3% | -14.8% |
| 3M | -0.9% | +7.8% | -8.7% | -3.5% |
| 6M | +75.2% | -11.0% | +86.2% | +81.5% |
| YTD | +65.7% | +4.0% | +61.6% | +61.1% |
| 1Y | +60.4% | +9.1% | +51.3% | +52.9% |
| 3Y | +130.7% | +52.3% | +78.4% | +85.5% |
| 5Y | +59.9% | +76.1% | -16.2% | +21.4% |
| All | +499.9% | +68.3% | +431.6% | +353.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling