+459.9%
DDOG vs CMS
+35.0%
+424.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | -6.1% | +1.2% | -7.3% | -6.3% |
| 30D | -10.1% | -3.2% | -7.0% | -9.8% |
| 3M | -9.3% | -2.2% | -7.1% | -9.1% |
| 6M | +67.2% | -9.4% | +76.6% | +69.3% |
| YTD | +54.6% | +0.7% | +53.9% | +53.2% |
| 1Y | +54.1% | +0.4% | +53.7% | +52.6% |
| 3Y | +115.3% | +35.2% | +80.1% | +93.7% |
| 5Y | +50.6% | +24.1% | +26.5% | +37.2% |
| All | +459.9% | +35.0% | +424.8% | +361.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CMS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling