+76.7%
DDOG vs CPB
-35.1%
+111.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.3% | +0.6% |
| 7D | +2.9% | -1.6% | +4.4% | +2.5% |
| 30D | -31.6% | +19.2% | -50.8% | -28.6% |
| 3M | -27.0% | -0.9% | -26.0% | -25.7% |
| 6M | -10.3% | +15.2% | -25.5% | -6.3% |
| YTD | +35.4% | -13.1% | +48.5% | +34.3% |
| 1Y | -1.0% | -22.4% | +21.5% | -4.3% |
| 3Y | +76.7% | -35.3% | +112.0% | +67.9% |
| All | +76.7% | -35.1% | +111.7% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling