+125.1%
DDOG vs CMS
+35.4%
+89.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.7% | +1.5% |
| 7D | -23.9% | -1.3% | -22.6% | -24.3% |
| 30D | -34.0% | +6.3% | -40.3% | -32.0% |
| 3M | -21.9% | -2.1% | -19.9% | -21.8% |
| 6M | +24.6% | -5.1% | +29.7% | +23.9% |
| YTD | +31.7% | +1.3% | +30.4% | +33.3% |
| 1Y | -6.2% | -1.4% | -4.8% | -5.5% |
| 3Y | +125.1% | +36.9% | +88.1% | +129.6% |
| All | +125.1% | +35.4% | +89.7% | +129.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling