+63.6%
DDOG vs CRS
+1,363.4%
-1,299.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | +3.9% | -6.8% | +10.7% | +6.1% |
| 30D | -8.2% | -16.1% | +8.0% | -3.0% |
| 3M | -5.6% | -21.2% | +15.6% | +1.1% |
| 6M | +73.5% | +8.7% | +64.8% | +65.6% |
| YTD | +62.7% | +41.0% | +21.7% | +40.9% |
| 1Y | +59.0% | +82.7% | -23.7% | +24.0% |
| 3Y | +117.1% | +604.8% | -487.7% | +1.1% |
| All | +63.6% | +1,363.4% | -1,299.8% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling