+52.6%
DDOG vs CTAS
+114.7%
-62.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.6% |
| 7D | -10.1% | -1.8% | -8.3% | -8.9% |
| 30D | -24.8% | -0.2% | -24.6% | -24.9% |
| 3M | -12.6% | +11.7% | -24.3% | -21.0% |
| 6M | +79.9% | +0.7% | +79.2% | +75.9% |
| YTD | +56.6% | +7.4% | +49.2% | +44.3% |
| 1Y | +61.6% | -2.1% | +63.7% | +60.4% |
| 3Y | +117.9% | +62.9% | +54.9% | +11.4% |
| All | +52.6% | +114.7% | -62.1% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling