+459.9%
DDOG vs CPB
-39.6%
+499.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.0% | -1.2% |
| 7D | -6.1% | -8.2% | +2.1% | -6.3% |
| 30D | -10.1% | -5.6% | -4.5% | -10.3% |
| 3M | -9.3% | +3.0% | -12.2% | -9.1% |
| 6M | +67.2% | -12.7% | +79.9% | +66.5% |
| YTD | +54.6% | -18.0% | +72.6% | +53.8% |
| 1Y | +54.1% | -31.7% | +85.8% | +52.7% |
| 3Y | +115.3% | -41.0% | +156.2% | +111.5% |
| 5Y | +50.6% | -38.4% | +89.0% | +45.2% |
| All | +459.9% | -39.6% | +499.5% | +408.9% |
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