+55.0%
DDOG vs CMS
+23.4%
+31.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -10.1% | +0.4% | -10.5% | -10.1% |
| 30D | -24.8% | -3.6% | -21.2% | -24.9% |
| 3M | -12.6% | -1.9% | -10.7% | -12.7% |
| 6M | +79.9% | -11.0% | +90.9% | +79.8% |
| YTD | +56.6% | +0.2% | +56.4% | +55.7% |
| 1Y | +61.6% | -1.3% | +62.9% | +60.8% |
| 3Y | +117.9% | +35.9% | +81.9% | +103.9% |
| All | +55.0% | +23.4% | +31.6% | +49.5% |
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