+60.4%
DDOG vs CME
+8.8%
+51.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.3% | +8.4% | +7.0% |
| 7D | +7.7% | -1.1% | +8.8% | +7.5% |
| 30D | -13.6% | +4.2% | -17.8% | -12.8% |
| 3M | -0.9% | +7.3% | -8.2% | +0.8% |
| 6M | +75.2% | -11.4% | +86.6% | +74.2% |
| YTD | +65.7% | +3.5% | +62.1% | +61.8% |
| 1Y | +60.4% | +8.6% | +51.8% | +58.7% |
| All | +60.4% | +8.8% | +51.5% | +58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling