+117.3%
DDOG vs CSX
+68.2%
+49.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.1% |
| 7D | -10.1% | -3.4% | -6.8% | -9.4% |
| 30D | -24.8% | -3.1% | -21.7% | -24.2% |
| 3M | -12.6% | +7.2% | -19.8% | -14.0% |
| 6M | +79.9% | +16.2% | +63.8% | +71.3% |
| YTD | +56.6% | +37.5% | +19.0% | +39.0% |
| 1Y | +61.6% | +53.2% | +8.3% | +36.4% |
| All | +117.3% | +68.2% | +49.0% | +64.9% |
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