+80.1%
DDOG vs CRH
-17.1%
+97.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -2.0% |
| 7D | +3.2% | -4.8% | +8.0% | +2.3% |
| 30D | -10.2% | -13.1% | +3.0% | -12.7% |
| 3M | -2.6% | -12.0% | +9.4% | -5.0% |
| 6M | +80.1% | -16.9% | +97.0% | +63.2% |
| All | +80.1% | -17.1% | +97.3% | +63.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling