+59.0%
DDOG vs CMI
+39.5%
+19.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.2% |
| 7D | +3.9% | -0.7% | +4.6% | +3.9% |
| 30D | -8.2% | -12.4% | +4.2% | -8.7% |
| 3M | -5.6% | -14.8% | +9.2% | -6.5% |
| 6M | +73.5% | +0.8% | +72.7% | +55.9% |
| YTD | +62.7% | +10.2% | +52.5% | +34.3% |
| 1Y | +59.0% | +37.4% | +21.5% | +13.2% |
| All | +59.0% | +39.5% | +19.5% | +13.2% |
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