-4.4%
DDOG vs CMS
+34.5%
-38.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +5.6% | -1.3% | +6.9% | +5.5% |
| 30D | -34.9% | +5.3% | -40.2% | -34.5% |
| 3M | -23.4% | -0.3% | -23.1% | -23.2% |
| 6M | -7.7% | -4.0% | -3.7% | -7.6% |
| YTD | +35.6% | +2.1% | +33.5% | +35.4% |
| 1Y | -3.4% | -4.7% | +1.4% | -3.3% |
| 3Y | +78.0% | +36.8% | +41.2% | +68.2% |
| 5Y | -4.4% | +34.9% | -39.3% | -4.6% |
| All | -4.4% | +34.5% | -38.9% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling