+376.8%
DDOG vs CSX
+126.7%
+250.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.4% | +5.9% | +4.0% |
| 7D | -23.9% | -5.5% | -18.4% | -22.1% |
| 30D | -34.0% | +4.9% | -39.0% | -35.9% |
| 3M | -21.9% | -2.9% | -19.1% | -21.5% |
| 6M | +24.6% | +8.3% | +16.2% | +18.1% |
| YTD | +31.7% | +36.7% | -5.1% | +9.3% |
| 1Y | -6.2% | +41.5% | -47.7% | -23.6% |
| 3Y | +125.1% | +68.6% | +56.4% | +62.3% |
| 5Y | -3.5% | +48.4% | -51.9% | -25.8% |
| All | +376.8% | +126.7% | +250.1% | +181.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling