+19.8%
DDOG vs CRS
-3.8%
+23.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -1.6% | -12.9% | -14.2% |
| 7D | -32.2% | +4.3% | -36.5% | -32.4% |
| 30D | -31.7% | -25.5% | -6.2% | -29.6% |
| 3M | -34.5% | -48.7% | +14.2% | -30.9% |
| 6M | +28.7% | -31.6% | +60.3% | +35.1% |
| YTD | +38.8% | -7.0% | +45.8% | +39.7% |
| 1Y | +19.8% | -4.5% | +24.3% | +19.1% |
| All | +19.8% | -3.8% | +23.6% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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