-6.4%
DDOG vs CME
+69.3%
-75.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.6% |
| 7D | -23.9% | +0.9% | -24.8% | -24.1% |
| 30D | -34.0% | +13.2% | -47.2% | -36.1% |
| 3M | -21.9% | +16.3% | -38.2% | -25.0% |
| 6M | +24.6% | +7.1% | +17.4% | +22.3% |
| YTD | +31.7% | +15.8% | +15.8% | +24.5% |
| 1Y | -6.2% | +17.1% | -23.2% | -11.8% |
| 3Y | +125.1% | +63.2% | +61.9% | +70.2% |
| All | -6.4% | +69.3% | -75.8% | -37.2% |
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