+19.8%
DDOG vs CRH
-13.9%
+33.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +5.6% | -20.1% | -13.3% |
| 7D | -32.2% | +14.2% | -46.4% | -30.8% |
| 30D | -31.7% | +19.5% | -51.3% | -30.2% |
| 3M | -34.5% | +0.4% | -34.9% | -33.4% |
| 6M | +28.7% | -10.1% | +38.8% | +29.1% |
| YTD | +38.8% | -19.9% | +58.7% | +42.4% |
| 1Y | +19.8% | -14.8% | +34.7% | +21.2% |
| All | +19.8% | -13.9% | +33.7% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling