+378.3%
DDOG vs CMS
+37.6%
+340.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -16.9% | -0.9% | -16.0% | -16.8% |
| 30D | -38.8% | +7.1% | -45.8% | -39.4% |
| 3M | -23.2% | -1.3% | -21.9% | -23.2% |
| 6M | -10.3% | -2.7% | -7.6% | -10.2% |
| YTD | +32.1% | +2.6% | +29.5% | +30.3% |
| 1Y | -6.1% | -2.0% | -4.1% | -6.5% |
| 3Y | +79.2% | +39.6% | +39.6% | +60.1% |
| 5Y | -8.6% | +35.3% | -44.0% | -19.0% |
| All | +378.3% | +37.6% | +340.7% | +292.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling