+365.0%
DDOG vs CSGP
-45.8%
+410.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.6% | -5.9% | -6.6% |
| 7D | -34.3% | +13.9% | -48.2% | -39.7% |
| 30D | -37.2% | +16.0% | -53.2% | -44.7% |
| 3M | -38.3% | +6.1% | -44.4% | -43.3% |
| 6M | +19.8% | -8.2% | +28.0% | +18.5% |
| YTD | +28.4% | -52.3% | +80.7% | +87.3% |
| 1Y | +12.7% | -54.5% | +67.2% | +67.7% |
| 3Y | +112.8% | -58.6% | +171.4% | +213.4% |
| 5Y | -5.9% | -61.5% | +55.6% | +43.3% |
| All | +365.0% | -45.8% | +410.7% | +468.6% |
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