+121.1%
DDOG vs CRS
+636.8%
-515.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | 0.0% | +7.2% | +7.2% |
| 7D | +7.7% | -0.5% | +8.2% | +7.8% |
| 30D | -13.6% | -18.1% | +4.5% | -9.4% |
| 3M | -0.9% | -12.4% | +11.5% | +1.9% |
| 6M | +75.2% | +15.9% | +59.3% | +66.2% |
| YTD | +65.7% | +45.8% | +19.8% | +46.2% |
| 1Y | +60.4% | +87.8% | -27.4% | +29.6% |
| All | +121.1% | +636.8% | -515.7% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling