+467.1%
DDOG vs CPB
-40.7%
+507.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -1.0% |
| 7D | -10.1% | -8.6% | -1.6% | -10.4% |
| 30D | -24.8% | -7.2% | -17.6% | -25.0% |
| 3M | -12.6% | +0.9% | -13.5% | -12.5% |
| 6M | +79.9% | -11.8% | +91.8% | +79.2% |
| YTD | +56.6% | -19.4% | +76.0% | +55.7% |
| 1Y | +61.6% | -30.4% | +92.0% | +60.2% |
| 3Y | +117.9% | -40.2% | +158.0% | +113.3% |
| 5Y | +54.2% | -39.5% | +93.7% | +48.6% |
| All | +467.1% | -40.7% | +507.7% | +415.2% |
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