+390.4%
DDOG vs CTAS
+292.3%
+98.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | 0.0% |
| 7D | +2.9% | +2.0% | +0.9% | +1.9% |
| 30D | -31.6% | +8.7% | -40.3% | -34.8% |
| 3M | -27.0% | +13.3% | -40.3% | -32.0% |
| 6M | -10.3% | +39.4% | -49.7% | -25.8% |
| YTD | +35.4% | +21.5% | +13.9% | +19.8% |
| 1Y | -1.0% | +21.9% | -22.9% | -12.7% |
| 3Y | +76.7% | +73.6% | +3.0% | +24.0% |
| 5Y | -4.6% | +116.2% | -120.8% | -40.3% |
| All | +390.4% | +292.3% | +98.2% | +158.1% |
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