+61.7%
DDOG vs CMI
+163.4%
-101.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | +3.2% | +0.8% | +2.4% | +2.9% |
| 30D | -10.2% | -12.8% | +2.6% | -5.6% |
| 3M | -2.6% | -12.4% | +9.8% | +0.9% |
| 6M | +80.1% | -0.9% | +81.0% | +69.0% |
| YTD | +63.0% | +8.9% | +54.2% | +43.5% |
| 1Y | +59.4% | +37.7% | +21.7% | +22.6% |
| 3Y | +127.0% | +148.9% | -21.8% | +20.3% |
| 5Y | +61.7% | +164.4% | -102.7% | -25.0% |
| All | +61.7% | +163.4% | -101.8% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling