+19.8%
DDOG vs COR
+5.5%
+14.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +4.0% | -18.4% | -13.7% |
| 7D | -32.2% | +9.1% | -41.4% | -31.3% |
| 30D | -31.7% | +12.4% | -44.1% | -30.7% |
| 3M | -34.5% | +15.8% | -50.3% | -33.5% |
| 6M | +28.7% | +17.1% | +11.6% | +29.3% |
| YTD | +38.8% | +5.4% | +33.3% | +36.8% |
| 1Y | +19.8% | +3.5% | +16.3% | +19.3% |
| All | +19.8% | +5.5% | +14.4% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling