+489.1%
DDOG vs CMI
+303.8%
+185.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.6% |
| 7D | +3.9% | -0.7% | +4.6% | +4.1% |
| 30D | -8.2% | -12.4% | +4.2% | -4.8% |
| 3M | -5.6% | -14.8% | +9.2% | -2.1% |
| 6M | +73.5% | +0.8% | +72.7% | +66.1% |
| YTD | +62.7% | +10.2% | +52.5% | +49.9% |
| 1Y | +59.0% | +37.4% | +21.5% | +35.2% |
| 3Y | +117.1% | +153.3% | -36.2% | +49.3% |
| 5Y | +61.3% | +167.6% | -106.3% | +7.4% |
| All | +489.1% | +303.8% | +185.3% | +217.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling