+19.8%
DDOG vs CSX
+48.0%
-28.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +2.6% | -17.0% | -13.3% |
| 7D | -32.2% | +0.1% | -32.3% | -31.9% |
| 30D | -31.7% | +9.7% | -41.5% | -28.8% |
| 3M | -34.5% | +2.3% | -36.8% | -33.2% |
| 6M | +28.7% | +17.1% | +11.6% | +40.3% |
| YTD | +38.8% | +44.9% | -6.1% | +54.7% |
| 1Y | +19.8% | +47.1% | -27.3% | +33.7% |
| All | +19.8% | +48.0% | -28.2% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 1y: compounded portfolio wealth divided by compounded CSX 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…
1y analysis · Full analysis span regression · 6 months rolling