+378.3%
DDOG vs CSX
+132.9%
+245.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.4% | -0.9% |
| 7D | -16.9% | -2.2% | -14.7% | -16.3% |
| 30D | -38.8% | +6.8% | -45.6% | -41.0% |
| 3M | -23.2% | +0.7% | -23.9% | -24.0% |
| 6M | -10.3% | +13.3% | -23.5% | -16.4% |
| YTD | +32.1% | +40.5% | -8.4% | +8.3% |
| 1Y | -6.1% | +44.7% | -50.8% | -24.2% |
| 3Y | +79.2% | +74.5% | +4.7% | +27.2% |
| 5Y | -8.6% | +52.0% | -60.6% | -30.5% |
| All | +378.3% | +132.9% | +245.4% | +179.1% |
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