+499.9%
DDOG vs CTAS
+246.1%
+253.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.2% | +7.4% | +7.3% |
| 7D | +7.7% | +1.0% | +6.7% | +7.1% |
| 30D | -13.6% | -1.1% | -12.6% | -13.3% |
| 3M | -0.9% | +11.5% | -12.4% | -7.2% |
| 6M | +75.2% | +0.2% | +75.1% | +72.8% |
| YTD | +65.7% | +7.2% | +58.5% | +57.2% |
| 1Y | +60.4% | 0.0% | +60.4% | +57.4% |
| 3Y | +130.7% | +65.9% | +64.8% | +66.1% |
| 5Y | +59.9% | +109.6% | -49.7% | +4.1% |
| All | +499.9% | +246.1% | +253.9% | +238.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling