-10.7%
DDOG vs CPB
-21.8%
+11.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -1.0% |
| 7D | -19.1% | +2.9% | -22.0% | -18.3% |
| 30D | -39.2% | +17.6% | -56.8% | -37.3% |
| 3M | -31.6% | +2.0% | -33.6% | -29.8% |
| 6M | -10.9% | +11.6% | -22.5% | -8.3% |
| YTD | +31.2% | -13.8% | +44.9% | +32.6% |
| 1Y | -10.7% | -21.6% | +10.9% | -9.5% |
| All | -10.7% | -21.8% | +11.1% | -9.5% |
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