+19.8%
DDOG vs CTVA
+33.4%
-13.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.2% | -17.6% | -13.3% |
| 7D | -32.2% | +8.2% | -40.4% | -30.4% |
| 30D | -31.7% | -1.0% | -30.7% | -31.5% |
| 3M | -34.5% | +4.6% | -39.1% | -33.8% |
| 6M | +28.7% | +0.5% | +28.2% | +30.9% |
| YTD | +38.8% | +22.7% | +16.1% | +39.5% |
| 1Y | +19.8% | +32.0% | -12.2% | +21.6% |
| All | +19.8% | +33.4% | -13.6% | +21.6% |
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