+63.6%
DDOG vs CMG
-4.8%
+68.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +3.9% | -2.1% | +5.9% | +5.0% |
| 30D | -8.2% | +10.9% | -19.1% | -14.1% |
| 3M | -5.6% | +15.8% | -21.4% | -15.9% |
| 6M | +73.5% | +6.9% | +66.6% | +60.0% |
| YTD | +62.7% | -2.2% | +64.8% | +57.3% |
| 1Y | +59.0% | -7.1% | +66.1% | +53.4% |
| 3Y | +117.1% | -7.1% | +124.3% | +68.8% |
| All | +63.6% | -4.8% | +68.4% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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