+19.8%
DDOG vs CPB
-18.4%
+38.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +5.9% | -20.3% | -12.9% |
| 7D | -32.2% | +13.0% | -45.2% | -30.1% |
| 30D | -31.7% | +20.5% | -52.2% | -29.1% |
| 3M | -34.5% | +2.2% | -36.7% | -32.3% |
| 6M | +28.7% | +15.4% | +13.3% | +33.8% |
| YTD | +38.8% | -12.3% | +51.1% | +42.3% |
| 1Y | +19.8% | -18.0% | +37.8% | +23.5% |
| All | +19.8% | -18.4% | +38.3% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling