+19.8%
DDOG vs CTAS
+25.6%
-5.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +2.4% | -16.8% | -13.9% |
| 7D | -32.2% | +7.6% | -39.8% | -31.3% |
| 30D | -31.7% | +17.2% | -48.9% | -30.4% |
| 3M | -34.5% | +12.8% | -47.3% | -33.4% |
| 6M | +28.7% | +38.0% | -9.3% | +31.0% |
| YTD | +38.8% | +22.7% | +16.1% | +44.6% |
| 1Y | +19.8% | +25.6% | -5.8% | +27.2% |
| All | +19.8% | +25.6% | -5.8% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling