+391.2%
DDOG vs CPRT
+54.7%
+336.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.4% |
| 7D | +5.6% | -1.5% | +7.1% | +6.6% |
| 30D | -34.9% | +21.4% | -56.2% | -44.2% |
| 3M | -23.4% | +10.4% | -33.8% | -31.2% |
| 6M | -7.7% | -4.3% | -3.4% | -9.6% |
| YTD | +35.6% | -18.3% | +53.9% | +48.9% |
| 1Y | -3.4% | -22.5% | +19.1% | +10.3% |
| 3Y | +78.0% | -34.3% | +112.3% | +120.5% |
| 5Y | -4.4% | -17.8% | +13.3% | -4.9% |
| All | +391.2% | +54.7% | +336.6% | +229.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 10y: compounded portfolio wealth divided by compounded CPRT 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…
10y analysis · Full analysis span regression · 6 months rolling