+376.8%
DDOG vs CSGP
-48.3%
+425.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.7% | +7.2% | +5.0% |
| 7D | -23.9% | +1.3% | -25.2% | -25.1% |
| 30D | -34.0% | +10.7% | -44.7% | -40.5% |
| 3M | -21.9% | +3.3% | -25.2% | -27.6% |
| 6M | +24.6% | -10.3% | +34.9% | +24.4% |
| YTD | +31.7% | -54.6% | +86.2% | +96.7% |
| 1Y | -6.2% | -54.6% | +48.5% | +39.7% |
| 3Y | +125.1% | -60.3% | +185.4% | +238.2% |
| 5Y | -3.5% | -63.3% | +59.8% | +50.5% |
| All | +376.8% | -48.3% | +425.1% | +497.2% |
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