+467.1%
DDOG vs CMG
+121.3%
+345.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | 0.0% |
| 7D | -10.1% | -2.8% | -7.3% | -8.9% |
| 30D | -24.8% | +7.1% | -31.9% | -27.9% |
| 3M | -12.6% | +31.2% | -43.7% | -26.6% |
| 6M | +79.9% | +0.7% | +79.3% | +73.1% |
| YTD | +56.6% | -0.1% | +56.7% | +50.4% |
| 1Y | +61.6% | -10.7% | +72.3% | +61.0% |
| 3Y | +117.9% | -4.7% | +122.5% | +89.1% |
| 5Y | +54.2% | -3.8% | +58.0% | +28.2% |
| All | +467.1% | +121.3% | +345.7% | +251.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling