+467.1%
DDOG vs CP
+108.8%
+358.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -10.1% | -2.7% | -7.5% | -9.0% |
| 30D | -24.8% | +0.2% | -25.0% | -24.8% |
| 3M | -12.6% | +2.6% | -15.2% | -13.8% |
| 6M | +79.9% | +6.0% | +74.0% | +73.1% |
| YTD | +56.6% | +24.9% | +31.6% | +37.7% |
| 1Y | +61.6% | +20.1% | +41.5% | +44.6% |
| 3Y | +117.9% | +16.4% | +101.5% | +93.4% |
| 5Y | +54.2% | +31.7% | +22.5% | +27.6% |
| All | +467.1% | +108.8% | +358.3% | +221.5% |
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