+378.3%
DDOG vs CP
+114.8%
+263.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.5% |
| 7D | -16.9% | +2.8% | -19.7% | -18.1% |
| 30D | -38.8% | +11.3% | -50.1% | -42.0% |
| 3M | -23.2% | +2.9% | -26.1% | -24.7% |
| 6M | -10.3% | +9.8% | -20.0% | -15.0% |
| YTD | +32.1% | +28.5% | +3.6% | +14.0% |
| 1Y | -6.1% | +33.5% | -39.6% | -20.6% |
| 3Y | +79.2% | +31.9% | +47.3% | +48.0% |
| 5Y | -8.6% | +25.5% | -34.1% | -22.9% |
| All | +378.3% | +114.8% | +263.6% | +166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling