+125.1%
DDOG vs CME
+66.3%
+58.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.4% |
| 7D | -23.9% | +0.9% | -24.8% | -23.7% |
| 30D | -34.0% | +13.2% | -47.2% | -32.3% |
| 3M | -21.9% | +16.3% | -38.2% | -19.4% |
| 6M | +24.6% | +7.1% | +17.4% | +27.3% |
| YTD | +31.7% | +15.8% | +15.8% | +36.0% |
| 1Y | -6.2% | +17.1% | -23.2% | -2.8% |
| 3Y | +125.1% | +63.2% | +61.9% | +148.0% |
| All | +125.1% | +66.3% | +58.7% | +148.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling