+76.7%
DDOG vs CRS
+343.5%
-266.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.5% |
| 7D | +2.9% | +4.8% | -1.9% | +1.5% |
| 30D | -31.6% | -23.2% | -8.4% | -27.4% |
| 3M | -27.0% | -45.5% | +18.5% | -15.8% |
| 6M | -10.3% | -33.1% | +22.8% | -2.1% |
| YTD | +35.4% | -7.2% | +42.6% | +31.7% |
| 1Y | -1.0% | -10.0% | +9.1% | -2.8% |
| 3Y | +76.7% | +332.3% | -255.7% | +18.6% |
| All | +76.7% | +343.5% | -266.8% | +18.6% |
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