+125.1%
DDOG vs CSX
+68.4%
+56.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.4% | +5.9% | +3.1% |
| 7D | -23.9% | -5.5% | -18.4% | -23.2% |
| 30D | -34.0% | +4.9% | -39.0% | -34.8% |
| 3M | -21.9% | -2.9% | -19.1% | -21.5% |
| 6M | +24.6% | +8.3% | +16.2% | +21.7% |
| YTD | +31.7% | +36.7% | -5.1% | +17.0% |
| 1Y | -6.2% | +41.5% | -47.7% | -17.9% |
| 3Y | +125.1% | +68.6% | +56.4% | +81.5% |
| All | +125.1% | +68.4% | +56.7% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling