+19.8%
DDOG vs CMI
+10.9%
+8.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -5.8% | -8.7% | -14.1% |
| 7D | -32.2% | -11.2% | -21.0% | -32.0% |
| 30D | -31.7% | -9.8% | -21.9% | -31.4% |
| 3M | -34.5% | -25.5% | -9.0% | -35.1% |
| 6M | +28.7% | -27.7% | +56.3% | +23.8% |
| YTD | +38.8% | -6.6% | +45.4% | +5.7% |
| 1Y | +19.8% | +11.7% | +8.2% | -37.7% |
| All | +19.8% | +10.9% | +8.9% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling