+391.2%
DDOG vs CPB
-38.0%
+429.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +5.6% | -5.8% | +11.5% | +5.1% |
| 30D | -34.9% | +16.5% | -51.4% | -34.2% |
| 3M | -23.4% | -1.1% | -22.3% | -23.0% |
| 6M | -7.7% | +11.5% | -19.2% | -6.9% |
| YTD | +35.6% | -15.7% | +51.4% | +35.8% |
| 1Y | -3.4% | -24.7% | +21.3% | -3.5% |
| 3Y | +78.0% | -37.3% | +115.3% | +75.5% |
| 5Y | -4.4% | -35.0% | +30.6% | -7.7% |
| All | +391.2% | -38.0% | +429.2% | +349.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling