+391.0%
DDOG vs CSGP
-48.8%
+439.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.5% | +3.5% |
| 7D | -2.3% | -7.1% | +4.8% | +1.4% |
| 30D | -35.8% | +3.6% | -39.4% | -39.7% |
| 3M | -25.3% | -2.7% | -22.6% | -28.3% |
| 6M | -8.9% | -8.0% | -0.8% | -10.5% |
| YTD | +35.6% | -55.0% | +90.6% | +103.5% |
| 1Y | -6.8% | -55.8% | +48.9% | +40.9% |
| 3Y | +77.9% | -62.0% | +139.9% | +175.0% |
| 5Y | -3.1% | -62.9% | +59.8% | +50.0% |
| All | +391.0% | -48.8% | +439.8% | +517.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling