+76.9%
DDOG vs CSX
+76.9%
-0.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.7% | +3.1% |
| 7D | -2.3% | -0.3% | -2.0% | -2.2% |
| 30D | -35.8% | +8.7% | -44.5% | -36.9% |
| 3M | -25.3% | +4.2% | -29.5% | -25.8% |
| 6M | -8.9% | +16.7% | -25.5% | -12.0% |
| YTD | +35.6% | +44.5% | -8.9% | +19.4% |
| 1Y | -6.8% | +50.3% | -57.1% | -19.4% |
| All | +76.9% | +76.9% | -0.1% | +32.0% |
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