+489.1%
DDOG vs CRH
+209.5%
+279.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.7% |
| 7D | +3.9% | -6.1% | +9.9% | +6.7% |
| 30D | -8.2% | -9.3% | +1.1% | -4.5% |
| 3M | -5.6% | -15.2% | +9.6% | +0.7% |
| 6M | +73.5% | -14.2% | +87.7% | +80.4% |
| YTD | +62.7% | -28.3% | +90.9% | +83.5% |
| 1Y | +59.0% | -21.8% | +80.7% | +71.2% |
| 3Y | +117.1% | +71.6% | +45.5% | +54.7% |
| 5Y | +61.3% | +96.6% | -35.3% | +4.2% |
| All | +489.1% | +209.5% | +279.6% | +227.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling