+61.6%
DDOG vs CTVA
+22.4%
+39.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -1.1% |
| 7D | -10.1% | +4.9% | -15.1% | -8.9% |
| 30D | -24.8% | +11.9% | -36.7% | -22.7% |
| 3M | -12.6% | +13.7% | -26.3% | -8.2% |
| 6M | +79.9% | +13.1% | +66.8% | +87.4% |
| YTD | +56.6% | +32.0% | +24.6% | +71.0% |
| 1Y | +61.6% | +22.1% | +39.5% | +70.1% |
| All | +61.6% | +22.4% | +39.2% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling