+55.0%
DDOG vs CSGP
-64.7%
+119.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | +0.6% |
| 7D | -10.1% | -4.1% | -6.1% | -7.8% |
| 30D | -24.8% | +2.3% | -27.1% | -26.2% |
| 3M | -12.6% | -8.2% | -4.4% | -9.7% |
| 6M | +79.9% | -35.1% | +115.0% | +130.8% |
| YTD | +56.6% | -54.0% | +110.6% | +146.8% |
| 1Y | +61.6% | -65.3% | +126.9% | +205.3% |
| 3Y | +117.9% | -62.6% | +180.4% | +260.6% |
| All | +55.0% | -64.7% | +119.7% | +134.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling