+125.1%
DDOG vs CTAS
+75.4%
+49.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +2.9% |
| 7D | -23.9% | +1.2% | -25.1% | -24.2% |
| 30D | -34.0% | +12.8% | -46.8% | -36.3% |
| 3M | -21.9% | +10.3% | -32.2% | -24.2% |
| 6M | +24.6% | +32.0% | -7.4% | +13.2% |
| YTD | +31.7% | +19.1% | +12.5% | +24.0% |
| 1Y | -6.2% | +21.5% | -27.6% | -12.4% |
| 3Y | +125.1% | +76.0% | +49.0% | +31.7% |
| All | +125.1% | +75.4% | +49.7% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling