+63.6%
DDOG vs CRH
+93.9%
-30.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.8% |
| 7D | +3.9% | -6.1% | +9.9% | +7.2% |
| 30D | -8.2% | -9.3% | +1.1% | -3.7% |
| 3M | -5.6% | -15.2% | +9.6% | +2.0% |
| 6M | +73.5% | -14.2% | +87.7% | +81.1% |
| YTD | +62.7% | -28.3% | +90.9% | +88.6% |
| 1Y | +59.0% | -21.8% | +80.7% | +73.0% |
| 3Y | +117.1% | +71.6% | +45.5% | +24.9% |
| All | +63.6% | +93.9% | -30.3% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling