+390.4%
DDOG vs CME
+94.8%
+295.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.4% |
| 7D | +2.9% | +3.9% | -1.1% | +1.7% |
| 30D | -31.6% | +11.3% | -43.0% | -34.1% |
| 3M | -27.0% | +19.6% | -46.5% | -31.3% |
| 6M | -10.3% | +8.1% | -18.4% | -13.1% |
| YTD | +35.4% | +20.4% | +15.0% | +25.2% |
| 1Y | -1.0% | +16.5% | -17.5% | -7.4% |
| 3Y | +76.7% | +66.4% | +10.2% | +39.1% |
| 5Y | -4.6% | +74.5% | -79.1% | -27.1% |
| All | +390.4% | +94.8% | +295.6% | +252.7% |
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