+119.5%
DDOG vs CSGP
-58.5%
+178.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.6% | -5.9% | -7.1% |
| 7D | -34.3% | +13.9% | -48.2% | -36.7% |
| 30D | -37.2% | +16.0% | -53.2% | -40.9% |
| 3M | -38.3% | +6.1% | -44.4% | -40.5% |
| 6M | +19.8% | -8.2% | +28.0% | +20.4% |
| YTD | +28.4% | -52.3% | +80.7% | +57.3% |
| 1Y | +12.7% | -54.5% | +67.2% | +39.5% |
| All | +119.5% | -58.5% | +178.0% | +152.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling