+375.1%
DDOG vs CTAS
+289.7%
+85.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | -19.1% | +0.7% | -19.8% | -19.5% |
| 30D | -39.2% | +11.3% | -50.5% | -42.7% |
| 3M | -31.6% | +11.4% | -43.0% | -35.8% |
| 6M | -10.9% | +35.6% | -46.5% | -25.3% |
| YTD | +31.2% | +20.7% | +10.5% | +16.4% |
| 1Y | -10.7% | +22.8% | -33.5% | -21.6% |
| 3Y | +72.1% | +73.4% | -1.3% | +20.8% |
| 5Y | -5.5% | +117.6% | -123.1% | -40.9% |
| All | +375.1% | +289.7% | +85.4% | +150.8% |
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