+467.1%
DDOG vs CRS
+888.2%
-421.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -1.2% |
| 7D | -10.1% | -0.2% | -9.9% | -10.1% |
| 30D | -24.8% | -16.6% | -8.2% | -21.9% |
| 3M | -12.6% | -3.5% | -9.1% | -12.2% |
| 6M | +79.9% | +15.4% | +64.5% | +72.8% |
| YTD | +56.6% | +51.2% | +5.4% | +41.5% |
| 1Y | +61.6% | +98.3% | -36.7% | +36.7% |
| 3Y | +117.9% | +651.5% | -533.7% | +41.3% |
| 5Y | +54.2% | +1,411.1% | -1,356.9% | -11.7% |
| All | +467.1% | +888.2% | -421.1% | +255.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling