+117.1%
DDOG vs CRBG
+122.1%
-5.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.8% |
| 7D | +3.9% | +0.6% | +3.3% | +3.7% |
| 30D | -8.2% | +2.6% | -10.8% | -9.1% |
| 3M | -5.6% | +24.0% | -29.6% | -13.5% |
| 6M | +73.5% | +50.5% | +23.0% | +45.3% |
| YTD | +62.7% | +17.1% | +45.5% | +51.4% |
| 1Y | +59.0% | +5.9% | +53.1% | +53.6% |
| 3Y | +117.1% | +122.7% | -5.6% | +70.2% |
| All | +117.1% | +122.1% | -5.0% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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