+489.1%
DDOG vs CPAY
+38.1%
+451.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +3.9% | -2.0% | +5.8% | +4.9% |
| 30D | -8.2% | -0.4% | -7.8% | -8.2% |
| 3M | -5.6% | +16.4% | -21.9% | -12.8% |
| 6M | +73.5% | +23.5% | +50.0% | +55.0% |
| YTD | +62.7% | +35.7% | +27.0% | +36.4% |
| 1Y | +59.0% | +30.2% | +28.8% | +35.7% |
| 3Y | +117.1% | +49.7% | +67.4% | +66.9% |
| 5Y | +61.3% | +56.6% | +4.7% | +18.4% |
| All | +489.1% | +38.1% | +451.0% | +327.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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