+61.7%
DDOG vs CPAY
+53.2%
+8.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.9% |
| 7D | +3.2% | -2.7% | +5.9% | +5.0% |
| 30D | -10.2% | +0.6% | -10.7% | -10.7% |
| 3M | -2.6% | +17.0% | -19.6% | -12.4% |
| 6M | +80.1% | +24.1% | +56.0% | +54.9% |
| YTD | +63.0% | +35.7% | +27.3% | +28.8% |
| 1Y | +59.4% | +34.0% | +25.3% | +26.1% |
| 3Y | +127.0% | +50.3% | +76.8% | +50.5% |
| 5Y | +61.7% | +56.7% | +5.0% | -5.1% |
| All | +61.7% | +53.2% | +8.5% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling