+467.1%
DDOG vs CSGP
-47.7%
+514.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.8% |
| 6M | +79.9% | -35.1% | +115.0% | +129.5% |
| YTD | +56.6% | -54.0% | +110.6% | +143.6% |
| 1Y | +61.6% | -65.3% | +126.9% | +197.7% |
| 3Y | +117.9% | -62.6% | +180.4% | +259.2% |
| 5Y | +54.2% | -64.8% | +119.0% | +157.3% |
| All | +467.1% | -47.7% | +514.8% | +639.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling