+390.4%
DDOG vs CSGP
-47.6%
+438.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.0% | -1.7% |
| 7D | +2.9% | +1.3% | +1.5% | +2.1% |
| 30D | -31.6% | +2.8% | -34.4% | -35.4% |
| 3M | -27.0% | -6.3% | -20.7% | -28.2% |
| 6M | -10.3% | -3.2% | -7.1% | -14.5% |
| YTD | +35.4% | -54.0% | +89.4% | +100.7% |
| 1Y | -1.0% | -54.8% | +53.8% | +48.1% |
| 3Y | +76.7% | -60.6% | +137.2% | +166.8% |
| 5Y | -4.6% | -62.6% | +58.0% | +47.2% |
| All | +390.4% | -47.6% | +438.1% | +509.4% |
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