+467.1%
DDOG vs CMS
+34.4%
+432.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -10.1% | +0.4% | -10.5% | -10.2% |
| 30D | -24.8% | -3.6% | -21.2% | -24.4% |
| 3M | -12.6% | -1.9% | -10.7% | -12.5% |
| 6M | +79.9% | -11.0% | +90.9% | +82.8% |
| YTD | +56.6% | +0.2% | +56.4% | +55.2% |
| 1Y | +61.6% | -1.3% | +62.9% | +60.5% |
| 3Y | +117.9% | +35.9% | +81.9% | +95.5% |
| 5Y | +54.2% | +23.1% | +31.1% | +40.8% |
| All | +467.1% | +34.4% | +432.7% | +367.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling