+375.1%
DDOG vs CPB
-36.5%
+411.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.8% |
| 7D | -19.1% | +2.9% | -22.0% | -18.8% |
| 30D | -39.2% | +17.6% | -56.8% | -38.5% |
| 3M | -31.6% | +2.0% | -33.6% | -31.1% |
| 6M | -10.9% | +11.6% | -22.5% | -9.9% |
| YTD | +31.2% | -13.8% | +44.9% | +31.6% |
| 1Y | -10.7% | -21.6% | +10.9% | -10.6% |
| 3Y | +72.1% | -35.8% | +107.9% | +70.1% |
| 5Y | -5.5% | -33.3% | +27.8% | -8.6% |
| All | +375.1% | -36.5% | +411.6% | +335.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling