+60.4%
DDOG vs CPB
-30.8%
+91.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.6% | +6.6% | +7.2% |
| 7D | +7.7% | -8.0% | +15.7% | +7.0% |
| 30D | -13.6% | -2.4% | -11.2% | -13.8% |
| 3M | -0.9% | +0.5% | -1.5% | -0.8% |
| 6M | +75.2% | -10.5% | +85.7% | +70.6% |
| YTD | +65.7% | -17.5% | +83.2% | +60.5% |
| 1Y | +60.4% | -31.0% | +91.4% | +49.7% |
| All | +60.4% | -30.8% | +91.2% | +49.7% |
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