+19.8%
DDOG vs CSGP
-53.2%
+73.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +4.0% | -18.4% | -14.8% |
| 7D | -32.2% | +18.3% | -50.5% | -34.0% |
| 30D | -31.7% | +17.8% | -49.5% | -34.9% |
| 3M | -34.5% | +9.3% | -43.8% | -36.5% |
| 6M | +28.7% | -7.9% | +36.6% | +30.5% |
| YTD | +38.8% | -51.5% | +90.3% | +49.1% |
| 1Y | +19.8% | -53.3% | +73.1% | +22.7% |
| All | +19.8% | -53.2% | +73.0% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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