+50.6%
DDOG vs CME
+77.1%
-26.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | -6.1% | -2.9% | -3.2% | -5.3% |
| 30D | -10.1% | +5.5% | -15.7% | -11.3% |
| 3M | -9.3% | +11.0% | -20.2% | -11.8% |
| 6M | +67.2% | -9.7% | +76.9% | +73.0% |
| YTD | +54.6% | +4.9% | +49.7% | +50.1% |
| 1Y | +54.1% | +10.1% | +44.0% | +46.3% |
| 3Y | +115.3% | +53.5% | +61.8% | +61.2% |
| 5Y | +50.6% | +77.2% | -26.5% | +0.4% |
| All | +50.6% | +77.1% | -26.5% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling