+76.7%
DDOG vs CP
+36.4%
+40.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +2.9% | +2.1% | +0.7% | +2.6% |
| 30D | -31.6% | +9.3% | -40.9% | -32.6% |
| 3M | -27.0% | +0.5% | -27.5% | -26.9% |
| 6M | -10.3% | +10.4% | -20.7% | -12.0% |
| YTD | +35.4% | +28.7% | +6.7% | +26.2% |
| 1Y | -1.0% | +33.2% | -34.2% | -8.9% |
| 3Y | +76.7% | +38.4% | +38.2% | +52.3% |
| All | +76.7% | +36.4% | +40.3% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling