+376.8%
DDOG vs CP
+110.5%
+266.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.3% |
| 7D | -23.9% | +2.8% | -26.7% | -25.1% |
| 30D | -34.0% | +10.2% | -44.2% | -37.2% |
| 3M | -21.9% | +2.4% | -24.3% | -23.3% |
| 6M | +24.6% | +7.7% | +16.9% | +18.9% |
| YTD | +31.7% | +26.0% | +5.7% | +14.6% |
| 1Y | -6.2% | +34.6% | -40.8% | -21.2% |
| 3Y | +125.1% | +26.7% | +98.4% | +89.4% |
| 5Y | -3.5% | +24.9% | -28.4% | -18.5% |
| All | +376.8% | +110.5% | +266.3% | +167.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling