+79.2%
DDOG vs CSGP
-59.5%
+138.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -1.9% | -0.1% |
| 7D | -16.9% | -1.8% | -15.1% | -16.7% |
| 30D | -38.8% | +5.3% | -44.0% | -40.6% |
| 3M | -23.2% | +3.3% | -26.5% | -25.6% |
| 6M | -10.3% | -4.7% | -5.6% | -11.2% |
| YTD | +32.1% | -53.5% | +85.6% | +61.1% |
| 1Y | -6.1% | -53.7% | +47.7% | +14.6% |
| 3Y | +79.2% | -59.7% | +139.0% | +113.3% |
| All | +79.2% | -59.5% | +138.7% | +113.3% |
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